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% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,718 CHF | 252,737 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,502 CHF | 252,511 CHF | 99.93% | 99.93% |
11/07/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,767 CHF | 252,791 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,291 CHF | 251,291 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,934 CHF | 250,934 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,497 CHF | 251,497 CHF | 99.28% | 99.28% |
05/07/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,806 CHF | 251,806 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,908 CHF | 251,910 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,020 CHF | 252,020 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,675 CHF | 250,675 CHF | 100.00% | 100.00% |