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% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,211 CHF | 253,232 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,211 CHF | 255,236 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,702 CHF | 253,727 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,777 CHF | 252,802 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,719 CHF | 252,731 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,687 CHF | 252,702 CHF | 99.55% | 99.55% |
05/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,226 CHF | 252,231 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,843 CHF | 252,864 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,741 CHF | 249,741 CHF | 99.89% | 99.89% |
02/07/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,281 CHF | 252,296 CHF | 100.00% | 100.00% |