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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,878 CHF | 255,928 CHF | 100.00% | 100.00% |
12/09/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,355 CHF | 255,384 CHF | 100.00% | 100.00% |
11/09/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,422 CHF | 255,449 CHF | 100.00% | 100.00% |
10/09/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,474 CHF | 255,510 CHF | 100.00% | 100.00% |
09/09/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,045 CHF | 255,070 CHF | 100.00% | 100.00% |
06/09/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,133 CHF | 255,158 CHF | 100.00% | 100.00% |
05/09/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,480 CHF | 255,505 CHF | 100.00% | 100.00% |
04/09/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,970 CHF | 254,995 CHF | 100.00% | 100.00% |
03/09/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,222 CHF | 255,247 CHF | 100.00% | 100.00% |
30/08/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,992 CHF | 254,017 CHF | 100.00% | 100.00% |