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% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,564 CHF | 252,578 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,502 CHF | 252,513 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,958 CHF | 251,958 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,563 CHF | 250,563 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,754 CHF | 250,754 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,550 CHF | 250,550 CHF | 99.75% | 99.75% |
05/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,528 CHF | 250,528 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,634 CHF | 250,634 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,363 CHF | 250,363 CHF | 99.76% | 99.76% |
02/07/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,311 CHF | 248,311 CHF | 100.00% | 100.00% |