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 | 0.35% | 114.10 % | 114.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,052 CHF | 286,052 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 113.00 % | 113.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,058 CHF | 281,558 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 111.20 % | 111.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,619 CHF | 278,119 CHF | 99.98% | 99.98% |
10/07/2024 | 0.37% | 109.90 % | 110.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,109 CHF | 272,109 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 107.30 % | 107.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,154 CHF | 270,154 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 106.60 % | 106.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,707 CHF | 267,207 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 105.60 % | 105.80 % | 250,000 | 250,000 | 423,023 | 423,023 | 451,469 CHF | 452,315 CHF | 99.33% | 99.33% |
04/07/2024 | 0.38% | 105.40 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,460 CHF | 525,460 CHF | 99.46% | 99.46% |
03/07/2024 | 0.37% | 107.20 % | 107.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,335 CHF | 540,335 CHF | 99.99% | 99.99% |
02/07/2024 | 0.18% | 108.70 % | 108.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,390 CHF | 542,390 CHF | 99.99% | 99.99% |