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% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,988 CHF | 253,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,144 CHF | 253,168 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,020 CHF | 253,045 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,696 CHF | 252,721 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,522 CHF | 252,535 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,714 CHF | 252,736 CHF | 99.00% | 99.00% |
05/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,355 CHF | 252,355 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,640 CHF | 251,640 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,954 CHF | 250,954 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,790 CHF | 249,790 CHF | 100.00% | 100.00% |