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% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,505 CHF | 252,518 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,053 CHF | 252,053 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,177 CHF | 251,177 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,582 CHF | 250,582 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,665 CHF | 250,665 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,237 CHF | 251,237 CHF | 99.54% | 99.54% |
05/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,171 CHF | 251,171 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,807 CHF | 250,807 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,951 CHF | 249,951 CHF | 99.84% | 99.84% |
02/07/2024 | 0.81% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,120 CHF | 249,120 CHF | 100.00% | 100.00% |