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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/10/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 100,800 CHF | 99.70% | 99.70% |
01/10/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 100,800 CHF | 98.82% | 98.82% |
30/09/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 100,800 CHF | 98.88% | 98.88% |
27/09/2024 | 0.70% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,800 CHF | 99.79% | 99.79% |
26/09/2024 | 0.70% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,800 CHF | 94.23% | 94.23% |
25/09/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,900 CHF | 7.68% | 7.68% |
24/09/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,900 CHF | 92.33% | 92.33% |
23/09/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,900 CHF | 75.01% | 75.01% |
20/09/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19/09/2024 | 0.70% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,200 CHF | 100,900 CHF | 86.90% | 86.90% |