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 | 0.69% | 101.45 % | 102.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,170 CHF | 153,220 CHF | 100.00% | 100.00% |
29/10/2024 | 0.69% | 101.43 % | 102.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,168 CHF | 153,218 CHF | 100.00% | 100.00% |
28/10/2024 | 0.69% | 101.42 % | 102.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,135 CHF | 153,185 CHF | 100.00% | 100.00% |
25/10/2024 | 0.69% | 101.36 % | 102.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,044 CHF | 153,094 CHF | 100.00% | 100.00% |
24/10/2024 | 0.69% | 101.34 % | 102.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,019 CHF | 153,069 CHF | 95.70% | 95.70% |
23/10/2024 | 0.69% | 101.29 % | 101.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,957 CHF | 153,007 CHF | 100.00% | 100.00% |
22/10/2024 | 0.69% | 101.31 % | 102.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,954 CHF | 153,004 CHF | 95.45% | 95.45% |
21/10/2024 | 0.69% | 101.28 % | 101.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,935 CHF | 152,985 CHF | 99.01% | 99.01% |
18/10/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,882 CHF | 152,932 CHF | 100.00% | 100.00% |
17/10/2024 | 0.69% | 101.20 % | 101.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,798 CHF | 152,848 CHF | 99.79% | 99.79% |