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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/10/2024 | 0.78% | 127.60 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,530 CHF | 128,530 CHF | 99.35% | 99.35% |
02/10/2024 | 0.78% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,525 CHF | 128,525 CHF | 99.47% | 99.47% |
01/10/2024 | 0.78% | 127.60 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,600 CHF | 128,600 CHF | 94.63% | 94.63% |
30/09/2024 | 0.78% | 127.60 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,592 CHF | 128,592 CHF | 96.03% | 96.03% |
27/09/2024 | 0.78% | 127.60 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,600 CHF | 128,600 CHF | 95.80% | 95.80% |
26/09/2024 | 0.78% | 127.60 % | 128.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,588 CHF | 128,588 CHF | 99.47% | 99.47% |
25/09/2024 | 0.78% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,548 CHF | 128,548 CHF | 98.22% | 98.22% |
24/09/2024 | 0.78% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,519 CHF | 128,519 CHF | 96.28% | 96.28% |
23/09/2024 | 0.78% | 127.50 % | 128.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,526 CHF | 128,526 CHF | 98.54% | 98.54% |
20/09/2024 | 0.78% | 127.40 % | 128.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 127,581 CHF | 128,581 CHF | 98.41% | 98.41% |