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% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,553 CHF | 252,565 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,279 CHF | 252,279 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,092 CHF | 252,092 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,692 CHF | 251,692 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,928 CHF | 251,928 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,905 CHF | 251,905 CHF | 99.88% | 99.88% |
05/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,578 CHF | 251,578 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,660 CHF | 251,660 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,581 CHF | 250,581 CHF | 99.97% | 99.97% |
02/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,741 CHF | 249,741 CHF | 100.00% | 100.00% |