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 | 0.50% | 100.29 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,288 CHF | 251,538 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.07 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,199 CHF | 251,449 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.88 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,514 CHF | 250,764 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.64 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,766 CHF | 250,016 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.61 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,337 CHF | 250,587 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 100.16 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,520 CHF | 251,770 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 100.14 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,068 CHF | 252,318 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.74 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,456 CHF | 252,706 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.22 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,730 CHF | 251,980 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.77 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,661 CHF | 250,911 CHF | 100.00% | 100.00% |