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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,564 CHF | 255,591 CHF | 100.00% | 100.00% |
29/10/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,344 CHF | 256,394 CHF | 99.58% | 99.58% |
28/10/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,067 CHF | 256,117 CHF | 100.00% | 100.00% |
25/10/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,678 CHF | 255,723 CHF | 100.00% | 100.00% |
24/10/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,503 CHF | 255,530 CHF | 100.00% | 100.00% |
23/10/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,996 CHF | 255,021 CHF | 100.00% | 100.00% |
22/10/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,905 CHF | 254,930 CHF | 100.00% | 100.00% |
21/10/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,671 CHF | 254,696 CHF | 97.61% | 97.61% |
18/10/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,458 CHF | 254,483 CHF | 100.00% | 100.00% |
17/10/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,138 CHF | 254,163 CHF | 100.00% | 100.00% |