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% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,561 CHF | 252,572 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,461 CHF | 252,461 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,661 CHF | 252,683 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,262 CHF | 252,262 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,256 CHF | 252,256 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,163 CHF | 252,164 CHF | 99.36% | 99.36% |
05/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,820 CHF | 251,820 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,930 CHF | 251,930 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,360 CHF | 251,360 CHF | 99.60% | 99.60% |
02/07/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,349 CHF | 251,349 CHF | 100.00% | 100.00% |