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% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,922 CHF | 251,922 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,362 CHF | 253,387 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,932 CHF | 252,957 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,306 CHF | 252,306 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,673 CHF | 252,694 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,538 CHF | 252,550 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,403 CHF | 252,404 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,299 CHF | 252,299 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,020 CHF | 252,020 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,244 CHF | 251,244 CHF | 100.00% | 100.00% |