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 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,018 CHF | 510,518 CHF | 99.38% | 99.38% |
01/10/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,776 CHF | 510,276 CHF | 99.38% | 99.38% |
30/09/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,972 CHF | 510,472 CHF | 99.38% | 99.38% |
27/09/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,170 CHF | 510,670 CHF | 99.17% | 99.17% |
26/09/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,179 CHF | 510,679 CHF | 98.53% | 98.53% |
25/09/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,356 CHF | 510,856 CHF | 99.13% | 99.13% |
24/09/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,254 CHF | 510,754 CHF | 99.17% | 99.17% |
23/09/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,348 CHF | 510,848 CHF | 99.17% | 99.17% |
20/09/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,163 CHF | 510,663 CHF | 99.38% | 99.38% |
19/09/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,232 CHF | 510,732 CHF | 99.12% | 99.12% |