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% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,762 CHF | 254,787 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,273 CHF | 255,298 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,997 CHF | 255,022 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,559 CHF | 254,584 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,928 CHF | 254,953 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,595 CHF | 255,623 CHF | 99.73% | 99.73% |
05/07/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,536 CHF | 255,562 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,162 CHF | 255,187 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,878 CHF | 253,903 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,292 CHF | 253,317 CHF | 100.00% | 100.00% |