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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/10/2024 | 0.98% | 101.33 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,373 CHF | 255,873 CHF | 100.00% | 100.00% |
01/10/2024 | 0.98% | 101.35 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,371 CHF | 255,871 CHF | 100.00% | 100.00% |
30/09/2024 | 0.98% | 101.34 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,356 CHF | 255,856 CHF | 100.00% | 100.00% |
27/09/2024 | 0.98% | 101.34 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,393 CHF | 255,893 CHF | 100.00% | 100.00% |
26/09/2024 | 0.98% | 101.33 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,308 CHF | 255,808 CHF | 100.00% | 100.00% |
25/09/2024 | 0.98% | 101.25 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,146 CHF | 255,646 CHF | 100.00% | 100.00% |
24/09/2024 | 0.98% | 101.24 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,022 CHF | 255,522 CHF | 100.00% | 100.00% |
23/09/2024 | 0.98% | 101.15 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,814 CHF | 255,314 CHF | 100.00% | 100.00% |
20/09/2024 | 0.98% | 101.08 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,759 CHF | 255,259 CHF | 100.00% | 100.00% |
19/09/2024 | 0.98% | 101.11 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,795 CHF | 255,295 CHF | 82.13% | 82.13% |