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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 0.82% | 96.59 % | 97.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,663 CHF | 243,663 CHF | 99.84% | 99.84% |
10/09/2024 | 0.82% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,942 CHF | 243,942 CHF | 100.00% | 100.00% |
09/09/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,928 CHF | 245,928 CHF | 100.00% | 100.00% |
06/09/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,659 CHF | 246,659 CHF | 99.79% | 99.79% |
05/09/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,207 CHF | 248,207 CHF | 100.00% | 100.00% |
04/09/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,339 CHF | 248,339 CHF | 100.00% | 100.00% |
03/09/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,577 CHF | 249,577 CHF | 100.00% | 100.00% |
30/08/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,477 CHF | 250,477 CHF | 100.00% | 100.00% |
29/08/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,941 CHF | 249,941 CHF | 100.00% | 100.00% |
28/08/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,686 CHF | 250,686 CHF | 100.00% | 100.00% |