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 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,765 CHF | 252,782 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,461 CHF | 252,465 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,798 CHF | 251,798 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,002 CHF | 251,002 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,882 CHF | 250,882 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,477 CHF | 250,477 CHF | 99.63% | 99.63% |
05/07/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,453 CHF | 250,453 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,052 CHF | 250,052 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,636 CHF | 250,636 CHF | 99.83% | 99.83% |
02/07/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,256 CHF | 250,256 CHF | 100.00% | 100.00% |