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% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,210 CHF | 252,210 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,357 CHF | 250,357 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,294 CHF | 252,294 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,273 CHF | 252,273 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,489 CHF | 252,495 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,296 CHF | 252,296 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,998 CHF | 251,998 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,893 CHF | 251,893 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,748 CHF | 251,748 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,657 CHF | 249,657 CHF | 100.00% | 100.00% |