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% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,577 CHF | 250,577 CHF | 100.00% | 100.00% |
07/10/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,610 CHF | 250,610 CHF | 100.00% | 100.00% |
04/10/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,758 CHF | 249,758 CHF | 99.71% | 99.71% |
03/10/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,850 CHF | 248,850 CHF | 100.00% | 100.00% |
02/10/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,403 CHF | 255,432 CHF | 100.00% | 100.00% |
01/10/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,054 CHF | 256,100 CHF | 99.91% | 99.91% |
30/09/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,130 CHF | 256,179 CHF | 100.00% | 100.00% |
27/09/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,591 CHF | 256,641 CHF | 100.00% | 100.00% |
26/09/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,977 CHF | 256,027 CHF | 100.00% | 100.00% |
25/09/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,024 CHF | 255,049 CHF | 100.00% | 100.00% |