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% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,158 CHF | 252,165 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,626 CHF | 252,646 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,506 CHF | 252,517 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,477 CHF | 252,486 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,625 CHF | 252,646 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,513 CHF | 252,524 CHF | 99.86% | 99.86% |
05/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,428 CHF | 252,429 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,472 CHF | 252,472 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,287 CHF | 252,287 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,154 CHF | 252,154 CHF | 100.00% | 100.00% |