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% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,053 CHF | 255,080 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,067 CHF | 254,092 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,315 CHF | 253,340 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,217 CHF | 252,221 CHF | 99.99% | 99.99% |
09/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,688 CHF | 251,688 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,230 CHF | 251,230 CHF | 99.74% | 99.74% |
05/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,221 CHF | 251,221 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,234 CHF | 251,234 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,276 CHF | 252,276 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,790 CHF | 251,790 CHF | 100.00% | 100.00% |