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 | 0.90% | 88.24 % | 89.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,129 CHF | 223,129 CHF | 99.99% | 99.99% |
29/10/2024 | 0.89% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,893 CHF | 226,893 CHF | 99.55% | 99.55% |
28/10/2024 | 0.89% | 89.74 % | 90.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,392 CHF | 226,392 CHF | 100.00% | 100.00% |
25/10/2024 | 0.89% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,040 CHF | 226,040 CHF | 100.00% | 100.00% |
24/10/2024 | 0.89% | 89.54 % | 90.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,467 CHF | 225,467 CHF | 99.99% | 99.99% |
23/10/2024 | 0.90% | 88.61 % | 89.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,098 CHF | 223,098 CHF | 100.00% | 100.00% |
22/10/2024 | 0.90% | 88.31 % | 89.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,396 CHF | 223,396 CHF | 100.00% | 100.00% |
21/10/2024 | 0.90% | 88.52 % | 89.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,687 CHF | 223,687 CHF | 97.43% | 97.43% |
18/10/2024 | 0.90% | 88.32 % | 89.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,272 CHF | 223,272 CHF | 99.99% | 99.99% |
17/10/2024 | 0.91% | 87.38 % | 88.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,735 CHF | 220,735 CHF | 99.94% | 99.94% |