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% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,359 CHF | 252,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,496 CHF | 251,496 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,758 CHF | 252,779 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,357 CHF | 252,359 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,749 CHF | 252,770 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,362 CHF | 252,372 CHF | 99.42% | 99.42% |
05/07/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,018 CHF | 250,018 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,932 CHF | 249,932 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,574 CHF | 250,574 CHF | 99.95% | 99.95% |
02/07/2024 | 0.81% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,252 CHF | 249,252 CHF | 100.00% | 100.00% |