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% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,542 CHF | 252,549 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,208 CHF | 252,208 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,120 CHF | 252,120 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,924 CHF | 251,924 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,954 CHF | 251,954 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,977 CHF | 251,977 CHF | 99.49% | 99.49% |
05/07/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,628 CHF | 251,628 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,630 CHF | 251,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,451 CHF | 251,451 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,001 CHF | 251,001 CHF | 100.00% | 100.00% |