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 | 0.77% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,172 CHF | 46.83% | 46.83% |
01/10/2024 | 0.79% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,296 CHF | 76.32% | 76.32% |
30/09/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,300 CHF | 85.24% | 85.24% |
27/09/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 70.28% | 70.28% |
26/09/2024 | 0.72% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,325 CHF | 73.72% | 73.72% |
25/09/2024 | 0.70% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,593 CHF | 101,300 CHF | 63.48% | 63.48% |
24/09/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,397 CHF | 52.63% | 52.63% |
23/09/2024 | 0.71% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,472 CHF | 101,187 CHF | 63.40% | 63.40% |
20/09/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19/09/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,400 CHF | 61.01% | 61.01% |