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% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,569 CHF | 259,637 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,469 CHF | 257,519 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,845 CHF | 255,884 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,259 CHF | 251,261 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,793 CHF | 250,795 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,577 CHF | 250,577 CHF | 99.94% | 99.94% |
05/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,705 CHF | 252,722 CHF | 99.99% | 99.99% |
04/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,635 CHF | 249,635 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,413 CHF | 252,425 CHF | 99.06% | 99.06% |
02/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,105 CHF | 251,110 CHF | 100.00% | 100.00% |