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 | 0.70% | 100.18 % | 100.88 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,568 CHF | 302,668 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 100.21 % | 100.91 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,562 CHF | 302,662 CHF | 78.49% | 78.49% |
11/07/2024 | 0.70% | 100.07 % | 100.77 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,246 CHF | 302,346 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.95 % | 100.65 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,606 CHF | 301,706 CHF | 94.73% | 94.73% |
09/07/2024 | 0.70% | 99.76 % | 100.46 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,204 CHF | 301,304 CHF | 97.75% | 97.75% |
08/07/2024 | 0.70% | 99.57 % | 100.27 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,504 CHF | 301,604 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 99.69 % | 100.39 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,134 CHF | 301,234 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.72 % | 100.42 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,236 CHF | 301,336 CHF | 98.25% | 98.25% |
03/07/2024 | 0.70% | 99.71 % | 100.41 % | 300,000 | 300,000 | 300,000 | 300,000 | 298,776 CHF | 300,876 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.42 % | 100.12 % | 300,000 | 300,000 | 300,000 | 300,000 | 297,738 CHF | 299,838 CHF | 100.00% | 100.00% |