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 | 0.99% | 100.54 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,326 CHF | 253,826 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 100.50 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,242 CHF | 253,742 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 100.52 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,229 CHF | 253,729 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 100.48 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,219 CHF | 253,719 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 100.45 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,139 CHF | 253,639 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 100.41 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,015 CHF | 253,515 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 100.49 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,196 CHF | 253,696 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 100.31 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,783 CHF | 253,283 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 100.38 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,839 CHF | 253,339 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 100.39 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,999 CHF | 253,499 CHF | 100.00% | 100.00% |