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% | 101.61 % | 102.43 % | 250,000 | 150,000 | 250,000 | 223,775 | 254,340 CHF | 229,520 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,585 CHF | 254,613 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,993 CHF | 255,021 CHF | 25.50% | 25.50% |
10/07/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,346 CHF | 254,371 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,545 CHF | 255,574 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,895 CHF | 252,908 CHF | 99.44% | 99.44% |
05/07/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,432 CHF | 251,433 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,004 CHF | 251,004 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,382 CHF | 250,382 CHF | 99.77% | 99.77% |
02/07/2024 | 0.81% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,990 CHF | 246,990 CHF | 100.00% | 100.00% |