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% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,743 CHF | 253,768 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,975 CHF | 252,998 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,971 CHF | 252,996 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,837 CHF | 251,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,346 CHF | 251,346 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,419 CHF | 251,419 CHF | 99.91% | 99.91% |
05/07/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,482 CHF | 251,482 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,626 CHF | 250,626 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,493 CHF | 248,493 CHF | 99.84% | 99.84% |
02/07/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,161 CHF | 247,161 CHF | 100.00% | 100.00% |