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 | 0.49% | 100.67 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,971 CHF | 253,221 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 100.65 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,071 CHF | 253,321 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 100.90 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,568 CHF | 252,818 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.09 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,324 CHF | 250,574 CHF | 94.73% | 94.73% |
09/07/2024 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,752 CHF | 251,002 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 99.17 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,810 CHF | 249,060 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 99.25 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,294 CHF | 249,544 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.24 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,858 CHF | 249,108 CHF | 98.27% | 98.27% |
03/07/2024 | 0.50% | 99.09 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,681 CHF | 248,931 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.33 % | 98.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,897 CHF | 246,147 CHF | 100.00% | 100.00% |