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% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,494 CHF | 254,518 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,965 CHF | 253,990 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,728 CHF | 253,753 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,373 CHF | 253,398 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,358 CHF | 253,383 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,159 CHF | 253,184 CHF | 99.17% | 99.17% |
05/07/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,146 CHF | 253,171 CHF | 99.99% | 99.99% |
04/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,147 CHF | 253,172 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,547 CHF | 253,572 CHF | 99.65% | 99.65% |
02/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,444 CHF | 253,469 CHF | 100.00% | 100.00% |