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 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,316 CHF | 250,316 CHF | 100.00% | 100.00% |
29/10/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,560 CHF | 250,560 CHF | 99.71% | 99.71% |
28/10/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,905 CHF | 249,905 CHF | 100.00% | 100.00% |
25/10/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,349 CHF | 249,349 CHF | 100.00% | 100.00% |
24/10/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,070 CHF | 249,070 CHF | 100.00% | 100.00% |
23/10/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,297 CHF | 249,297 CHF | 100.00% | 100.00% |
22/10/2024 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,184 CHF | 249,184 CHF | 100.00% | 100.00% |
21/10/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,937 CHF | 249,937 CHF | 97.54% | 97.54% |
18/10/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,045 CHF | 250,045 CHF | 100.00% | 100.00% |
17/10/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,281 CHF | 250,281 CHF | 100.00% | 100.00% |