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 | 0.79% | 101.30 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,415 CHF | 255,415 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.27 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,378 CHF | 255,378 CHF | 78.49% | 78.49% |
11/07/2024 | 0.79% | 101.25 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,238 CHF | 255,238 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.10 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,642 CHF | 254,642 CHF | 94.72% | 94.72% |
09/07/2024 | 0.79% | 100.63 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,841 CHF | 253,841 CHF | 97.74% | 97.74% |
08/07/2024 | 0.79% | 100.59 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,469 CHF | 253,469 CHF | 99.79% | 99.79% |
05/07/2024 | 0.79% | 100.43 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,151 CHF | 253,151 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.48 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,120 CHF | 253,120 CHF | 98.27% | 98.27% |
03/07/2024 | 0.79% | 100.57 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,159 CHF | 253,159 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.45 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,287 CHF | 253,287 CHF | 100.00% | 100.00% |