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% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,760 CHF | 253,785 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,528 CHF | 253,553 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,456 CHF | 253,481 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,145 CHF | 253,170 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,235 CHF | 253,260 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,983 CHF | 253,008 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,769 CHF | 252,794 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,639 CHF | 252,664 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,568 CHF | 252,586 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,265 CHF | 252,265 CHF | 100.00% | 100.00% |