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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/09/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,237 CHF | 501,237 CHF | 99.76% | 99.76% |
18/09/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,650 CHF | 507,650 CHF | 100.00% | 100.00% |
12/09/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,437 CHF | 503,437 CHF | 100.00% | 100.00% |
11/09/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,690 CHF | 501,690 CHF | 100.00% | 100.00% |
10/09/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,689 CHF | 499,689 CHF | 100.00% | 100.00% |
09/09/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,496 CHF | 500,496 CHF | 99.84% | 99.84% |
06/09/2024 | 1.00% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,549 CHF | 500,549 CHF | 100.00% | 100.00% |
05/09/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,849 CHF | 502,849 CHF | 100.00% | 100.00% |
04/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,538 CHF | 503,538 CHF | 100.00% | 100.00% |
03/09/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,988 CHF | 508,988 CHF | 100.00% | 100.00% |