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% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,258 CHF | 252,258 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,643 CHF | 250,643 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,537 CHF | 250,537 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,539 CHF | 249,539 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,292 CHF | 250,292 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,366 CHF | 250,366 CHF | 98.98% | 98.98% |
05/07/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,955 CHF | 249,955 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,445 CHF | 250,445 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,854 CHF | 250,854 CHF | 99.87% | 99.87% |
02/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,997 CHF | 249,997 CHF | 100.00% | 100.00% |