Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.99% | 100.42 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,171 CHF | 253,671 CHF | 100.00% | 100.00% |
29/10/2024 | 0.99% | 100.55 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,484 CHF | 253,984 CHF | 100.00% | 100.00% |
28/10/2024 | 0.99% | 100.70 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,887 CHF | 254,387 CHF | 100.00% | 100.00% |
25/10/2024 | 0.99% | 100.73 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,625 CHF | 254,125 CHF | 100.00% | 100.00% |
24/10/2024 | 0.99% | 100.68 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,625 CHF | 254,125 CHF | 95.70% | 95.70% |
23/10/2024 | 0.99% | 100.53 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,111 CHF | 253,611 CHF | 100.00% | 100.00% |
22/10/2024 | 0.99% | 100.39 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,927 CHF | 253,427 CHF | 95.45% | 95.45% |
21/10/2024 | 0.99% | 100.55 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,560 CHF | 254,060 CHF | 99.00% | 99.00% |
18/10/2024 | 0.99% | 100.67 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,475 CHF | 253,975 CHF | 100.00% | 100.00% |
17/10/2024 | 0.99% | 100.51 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,070 CHF | 253,570 CHF | 99.78% | 99.78% |