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% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,468 CHF | 251,468 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,794 CHF | 250,794 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,519 CHF | 252,534 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,311 CHF | 255,336 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,021 CHF | 255,046 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,972 CHF | 254,997 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,291 CHF | 254,316 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,102 CHF | 254,127 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,126 CHF | 253,151 CHF | 99.70% | 99.70% |
02/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,457 CHF | 252,464 CHF | 100.00% | 100.00% |