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% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,225 CHF | 253,250 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,225 CHF | 253,250 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,200 CHF | 253,225 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,175 CHF | 253,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,175 CHF | 253,200 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,125 CHF | 253,150 CHF | 99.47% | 99.47% |
05/07/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,125 CHF | 253,150 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,100 CHF | 253,125 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,075 CHF | 253,100 CHF | 99.85% | 99.85% |
02/07/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,042 CHF | 253,067 CHF | 100.00% | 100.00% |