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% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,959 CHF | 252,984 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,311 CHF | 252,313 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,019 CHF | 252,019 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,894 CHF | 251,894 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,062 CHF | 252,062 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,103 CHF | 252,103 CHF | 99.24% | 99.24% |
05/07/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,079 CHF | 252,079 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,681 CHF | 251,681 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,535 CHF | 251,535 CHF | 99.72% | 99.72% |
02/07/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,461 CHF | 256,511 CHF | 100.00% | 100.00% |