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% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,328 CHF | 254,353 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,405 CHF | 254,430 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,059 CHF | 254,084 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.59 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,872 CHF | 260,947 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,595 CHF | 260,670 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.45 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,697 CHF | 260,772 CHF | 99.10% | 99.10% |
05/07/2024 | 0.80% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,805 CHF | 260,880 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,605 CHF | 260,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 103.30 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,370 CHF | 260,445 CHF | 99.75% | 99.75% |
02/07/2024 | 0.80% | 103.24 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,110 CHF | 260,185 CHF | 100.00% | 100.00% |