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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 98.59% | 98.59% |
12/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 100.00% | 100.00% |
11/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 100.00% | 100.00% |
10/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 100.00% | 100.00% |
09/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 99.58% | 99.58% |
08/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,500 CHF | 101,900 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 100.00 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 CHF | 101,800 CHF | 96.58% | 96.58% |
04/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,280 CHF | 101,856 CHF | 99.45% | 99.45% |
03/07/2024 | 1.78% | 100.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,470 CHF | 101,894 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 100.00 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,579 CHF | 101,716 CHF | 100.00% | 100.00% |