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% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,453 CHF | 253,478 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,350 CHF | 253,375 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,930 CHF | 253,955 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,463 CHF | 253,488 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,248 CHF | 253,273 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,354 CHF | 253,379 CHF | 99.66% | 99.66% |
05/07/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,023 CHF | 253,048 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,874 CHF | 252,899 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,351 CHF | 252,353 CHF | 99.77% | 99.77% |
02/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,226 CHF | 252,226 CHF | 100.00% | 100.00% |