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 | 252,880 CHF | 254,905 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,491 CHF | 254,516 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,261 CHF | 254,286 CHF | 25.69% | 25.69% |
10/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,886 CHF | 253,911 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,906 CHF | 253,931 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,753 CHF | 253,778 CHF | 99.49% | 99.49% |
05/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,608 CHF | 253,633 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,564 CHF | 253,589 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,092 CHF | 254,117 CHF | 99.91% | 99.91% |
02/07/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,077 CHF | 254,102 CHF | 100.00% | 100.00% |