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 | 0.77% | 103.60 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,775 CHF | 104,575 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,579 CHF | 104,579 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,373 CHF | 104,373 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.40 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,297 CHF | 104,097 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 103.20 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,419 CHF | 104,219 CHF | 99.26% | 99.26% |
08/07/2024 | 0.96% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,143 CHF | 104,143 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,680 CHF | 522,680 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,017 CHF | 103,817 CHF | 99.45% | 99.45% |
03/07/2024 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,009 CHF | 103,809 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,362 CHF | 103,362 CHF | 100.00% | 100.00% |