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% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,789 CHF | 251,796 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,529 CHF | 254,558 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,307 CHF | 256,357 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,256 CHF | 255,282 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,200 CHF | 256,248 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,407 CHF | 255,440 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,268 CHF | 253,293 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,649 CHF | 252,664 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,523 CHF | 252,540 CHF | 99.90% | 99.90% |
02/07/2024 | 0.81% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,194 CHF | 249,194 CHF | 100.00% | 100.00% |