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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,200 CHF | 256,250 CHF | 100.00% | 100.00% |
12/09/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,252 CHF | 245,252 CHF | 100.00% | 100.00% |
11/09/2024 | 0.82% | 96.66 % | 97.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,001 CHF | 244,001 CHF | 100.00% | 100.00% |
10/09/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,510 CHF | 245,510 CHF | 100.00% | 100.00% |
09/09/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,144 CHF | 246,144 CHF | 100.00% | 100.00% |
06/09/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,446 CHF | 246,446 CHF | 99.79% | 99.79% |
05/09/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,175 CHF | 248,175 CHF | 100.00% | 100.00% |
04/09/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,497 CHF | 247,497 CHF | 100.00% | 100.00% |
03/09/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,685 CHF | 248,685 CHF | 100.00% | 100.00% |
30/08/2024 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,280 CHF | 250,280 CHF | 100.00% | 100.00% |