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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/10/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,446 CHF | 251,446 CHF | 100.00% | 100.00% |
11/10/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,192 CHF | 251,192 CHF | 100.00% | 100.00% |
10/10/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,319 CHF | 251,319 CHF | 100.00% | 100.00% |
09/10/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,621 CHF | 250,621 CHF | 100.00% | 100.00% |
08/10/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,062 CHF | 251,062 CHF | 100.00% | 100.00% |
07/10/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,220 CHF | 251,220 CHF | 100.00% | 100.00% |
04/10/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,599 CHF | 250,599 CHF | 100.00% | 100.00% |
03/10/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,290 CHF | 250,290 CHF | 100.00% | 100.00% |
02/10/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,627 CHF | 250,627 CHF | 100.00% | 100.00% |
01/10/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,958 CHF | 250,958 CHF | 100.00% | 100.00% |