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 | 252,478 CHF | 254,503 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,438 CHF | 254,463 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,158 CHF | 254,183 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,796 CHF | 253,821 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,613 CHF | 253,638 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,003 CHF | 254,028 CHF | 99.04% | 99.04% |
05/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,208 CHF | 253,233 CHF | 99.94% | 99.94% |
04/07/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,302 CHF | 253,327 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,747 CHF | 252,769 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,296 CHF | 251,296 CHF | 100.00% | 100.00% |