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 | 1.86% | 101.40 % | 103.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,654 CHF | 51,604 CHF | 100.00% | 100.00% |
12/07/2024 | 1.86% | 100.90 % | 102.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,426 CHF | 51,375 CHF | 100.00% | 100.00% |
11/07/2024 | 1.86% | 100.90 % | 102.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,429 CHF | 51,378 CHF | 100.00% | 100.00% |
10/07/2024 | 1.86% | 101.00 % | 102.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,461 CHF | 51,411 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 101.00 % | 102.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,494 CHF | 51,444 CHF | 99.59% | 99.59% |
08/07/2024 | 1.86% | 101.30 % | 103.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,652 CHF | 51,602 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 101.60 % | 103.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,825 CHF | 51,775 CHF | 100.00% | 100.00% |
04/07/2024 | 1.84% | 102.30 % | 104.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,149 CHF | 52,099 CHF | 99.46% | 99.46% |
03/07/2024 | 1.85% | 101.60 % | 103.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,799 CHF | 51,749 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 101.70 % | 103.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,817 CHF | 51,766 CHF | 99.99% | 99.99% |