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% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,697 CHF | 253,722 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,162 CHF | 253,187 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,372 CHF | 253,397 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,744 CHF | 252,765 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,735 CHF | 252,751 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,933 CHF | 252,958 CHF | 99.23% | 99.23% |
05/07/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,826 CHF | 252,849 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,553 CHF | 252,565 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,263 CHF | 252,263 CHF | 99.78% | 99.78% |
02/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,167 CHF | 251,167 CHF | 100.00% | 100.00% |