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% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,574 CHF | 252,590 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,140 CHF | 252,140 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,808 CHF | 251,808 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,516 CHF | 251,516 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,345 CHF | 251,345 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,603 CHF | 251,603 CHF | 99.72% | 99.72% |
05/07/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,801 CHF | 250,801 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,011 CHF | 251,011 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,662 CHF | 250,662 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,507 CHF | 255,537 CHF | 100.00% | 100.00% |