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% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,469 CHF | 253,494 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,089 CHF | 253,114 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,794 CHF | 252,817 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,511 CHF | 252,515 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,511 CHF | 252,516 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,155 CHF | 252,155 CHF | 99.61% | 99.61% |
05/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,119 CHF | 252,119 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,164 CHF | 252,164 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,424 CHF | 252,428 CHF | 99.80% | 99.80% |
02/07/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,407 CHF | 252,408 CHF | 100.00% | 100.00% |