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 | 0.18% | 112.50 % | 112.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,935 CHF | 281,435 CHF | 99.99% | 99.99% |
12/07/2024 | 0.36% | 111.20 % | 111.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,636 CHF | 277,636 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 109.50 % | 109.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,490 CHF | 274,490 CHF | 99.99% | 99.99% |
10/07/2024 | 0.19% | 108.50 % | 108.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,200 CHF | 268,700 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 106.30 % | 106.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,516 CHF | 267,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 105.60 % | 106.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,073 CHF | 265,073 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 105.60 % | 106.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,274 CHF | 267,274 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 105.70 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,657 CHF | 263,157 CHF | 99.46% | 99.46% |
03/07/2024 | 0.19% | 107.20 % | 107.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,862 CHF | 269,362 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 108.20 % | 108.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,669 CHF | 270,669 CHF | 100.00% | 100.00% |