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% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,003 CHF | 255,028 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,787 CHF | 254,812 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,374 CHF | 254,399 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,936 CHF | 253,961 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,888 CHF | 253,913 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,721 CHF | 253,746 CHF | 99.25% | 99.25% |
05/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,768 CHF | 253,793 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,576 CHF | 253,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,455 CHF | 253,480 CHF | 99.69% | 99.69% |
02/07/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,353 CHF | 253,378 CHF | 100.00% | 100.00% |