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% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,637 CHF | 252,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,497 CHF | 252,497 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,341 CHF | 252,341 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,089 CHF | 252,089 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,092 CHF | 252,092 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,911 CHF | 251,911 CHF | 99.19% | 99.19% |
05/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,954 CHF | 251,954 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,843 CHF | 251,843 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,197 CHF | 252,197 CHF | 99.62% | 99.62% |
02/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,257 CHF | 252,257 CHF | 100.00% | 100.00% |