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% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,490 CHF | 252,506 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,588 CHF | 253,613 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,684 CHF | 254,710 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,615 CHF | 252,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,344 CHF | 250,344 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,657 CHF | 252,671 CHF | 99.45% | 99.45% |
05/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,610 CHF | 251,610 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,370 CHF | 251,370 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,215 CHF | 249,215 CHF | 99.78% | 99.78% |
02/07/2024 | 0.81% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,834 CHF | 248,834 CHF | 100.00% | 100.00% |