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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/10/2024 | 0.72% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,193 CHF | 100,918 CHF | 81.29% | 81.29% |
08/10/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,197 CHF | 100,950 CHF | 67.97% | 67.97% |
07/10/2024 | 0.79% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,208 CHF | 101,000 CHF | 31.44% | 31.44% |
04/10/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,268 CHF | 101,025 CHF | 48.45% | 48.45% |
03/10/2024 | 0.77% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,189 CHF | 100,966 CHF | 73.59% | 73.59% |
02/10/2024 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,055 CHF | 100,820 CHF | 87.34% | 87.34% |
01/10/2024 | 0.79% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,203 CHF | 100,995 CHF | 62.98% | 62.98% |
30/09/2024 | 0.79% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,300 CHF | 101,097 CHF | 13.85% | 13.85% |
27/09/2024 | 0.76% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,384 CHF | 101,149 CHF | 40.32% | 40.32% |
26/09/2024 | 0.77% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,376 CHF | 101,154 CHF | 61.24% | 61.24% |