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% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,481 CHF | 253,506 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,378 CHF | 253,403 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,136 CHF | 253,161 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,927 CHF | 252,952 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,745 CHF | 252,770 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,892 CHF | 252,917 CHF | 99.71% | 99.71% |
05/07/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,481 CHF | 252,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,574 CHF | 252,595 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,051 CHF | 252,051 CHF | 99.86% | 99.86% |
02/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,639 CHF | 251,639 CHF | 100.00% | 100.00% |