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% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,953 CHF | 252,978 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,733 CHF | 252,758 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,528 CHF | 252,531 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,247 CHF | 252,247 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,166 CHF | 252,166 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,102 CHF | 252,102 CHF | 99.63% | 99.63% |
05/07/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,120 CHF | 252,120 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,008 CHF | 252,008 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,318 CHF | 252,318 CHF | 99.86% | 99.86% |
02/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,243 CHF | 252,243 CHF | 100.00% | 100.00% |