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 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,834 CHF | 511,334 CHF | 100.00% | 100.00% |
07/10/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,399 CHF | 512,899 CHF | 100.00% | 100.00% |
04/10/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,042 CHF | 512,542 CHF | 100.00% | 100.00% |
03/10/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,025 CHF | 510,525 CHF | 100.00% | 100.00% |
02/10/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,564 CHF | 511,064 CHF | 100.00% | 100.00% |
01/10/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,042 CHF | 512,542 CHF | 100.00% | 100.00% |
30/09/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,763 CHF | 511,263 CHF | 100.00% | 100.00% |
27/09/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,227 CHF | 512,727 CHF | 99.17% | 99.17% |
26/09/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,207 CHF | 508,707 CHF | 100.00% | 100.00% |
25/09/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,198 CHF | 506,698 CHF | 100.00% | 100.00% |