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% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,493 CHF | 254,518 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,450 CHF | 254,475 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,504 CHF | 253,529 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,378 CHF | 252,386 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,928 CHF | 251,928 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,423 CHF | 252,429 CHF | 99.28% | 99.28% |
05/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,896 CHF | 252,916 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,683 CHF | 251,683 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,060 CHF | 251,060 CHF | 99.06% | 99.06% |
02/07/2024 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,798 CHF | 250,798 CHF | 100.00% | 100.00% |