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% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,946 CHF | 254,976 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,876 CHF | 254,901 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,663 CHF | 254,688 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,160 CHF | 254,185 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,524 CHF | 254,549 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,770 CHF | 254,795 CHF | 99.59% | 99.59% |
05/07/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,172 CHF | 255,197 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,724 CHF | 254,749 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,460 CHF | 254,485 CHF | 99.59% | 99.59% |
02/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,697 CHF | 253,722 CHF | 100.00% | 100.00% |