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% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,928 CHF | 253,953 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,586 CHF | 253,611 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,463 CHF | 253,488 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,245 CHF | 253,270 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,270 CHF | 253,295 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,207 CHF | 253,232 CHF | 99.31% | 99.31% |
05/07/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,072 CHF | 253,097 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,985 CHF | 253,010 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,214 CHF | 253,239 CHF | 96.93% | 96.93% |
02/07/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,000 CHF | 255,025 CHF | 100.00% | 100.00% |