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 | 0.51% | 98.57 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,522 CHF | 247,772 CHF | 100.00% | 100.00% |
29/10/2024 | 0.51% | 98.54 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,349 CHF | 247,599 CHF | 99.58% | 99.58% |
28/10/2024 | 0.51% | 98.36 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,873 CHF | 247,123 CHF | 100.00% | 100.00% |
25/10/2024 | 0.51% | 98.16 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,233 CHF | 246,483 CHF | 100.00% | 100.00% |
24/10/2024 | 0.51% | 97.96 % | 98.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,089 CHF | 246,339 CHF | 100.00% | 100.00% |
23/10/2024 | 0.51% | 98.00 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,062 CHF | 246,312 CHF | 100.00% | 100.00% |
22/10/2024 | 0.51% | 98.10 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,233 CHF | 246,483 CHF | 100.00% | 100.00% |
21/10/2024 | 0.51% | 98.27 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,872 CHF | 247,122 CHF | 97.45% | 97.45% |
18/10/2024 | 0.51% | 98.31 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,772 CHF | 247,022 CHF | 100.00% | 100.00% |
17/10/2024 | 0.51% | 98.35 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,902 CHF | 247,152 CHF | 100.00% | 100.00% |