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% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,227 CHF | 252,233 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,071 CHF | 252,071 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,928 CHF | 251,928 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,893 CHF | 250,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,588 CHF | 250,588 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,527 CHF | 251,527 CHF | 99.50% | 99.50% |
05/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,520 CHF | 252,532 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,418 CHF | 252,425 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,930 CHF | 251,930 CHF | 99.72% | 99.72% |
02/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,842 CHF | 250,842 CHF | 100.00% | 100.00% |