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% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,353 CHF | 253,378 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,381 CHF | 253,406 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,390 CHF | 253,415 CHF | 99.93% | 99.93% |
10/07/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,179 CHF | 251,179 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,843 CHF | 250,843 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,838 CHF | 251,838 CHF | 99.23% | 99.23% |
05/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,306 CHF | 252,310 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,548 CHF | 252,554 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,345 CHF | 252,358 CHF | 99.76% | 99.76% |
02/07/2024 | 0.81% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,283 CHF | 249,283 CHF | 100.00% | 100.00% |