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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/10/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,085 CHF | 504,085 CHF | 100.00% | 100.00% |
07/10/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,587 CHF | 504,587 CHF | 100.00% | 100.00% |
04/10/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,218 CHF | 504,218 CHF | 100.00% | 100.00% |
03/10/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,023 CHF | 504,023 CHF | 100.00% | 100.00% |
02/10/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,930 CHF | 503,930 CHF | 100.00% | 100.00% |
01/10/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,621 CHF | 503,621 CHF | 100.00% | 100.00% |
30/09/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,054 CHF | 505,054 CHF | 100.00% | 100.00% |
27/09/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,163 CHF | 505,163 CHF | 99.17% | 99.17% |
26/09/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,057 CHF | 505,057 CHF | 100.00% | 100.00% |
25/09/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,873 CHF | 501,873 CHF | 100.00% | 100.00% |