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% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,041 CHF | 254,066 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,591 CHF | 253,616 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,468 CHF | 253,493 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,237 CHF | 253,262 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,362 CHF | 253,387 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,264 CHF | 253,289 CHF | 98.93% | 98.93% |
05/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,281 CHF | 253,306 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,249 CHF | 253,274 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,181 CHF | 253,206 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,047 CHF | 253,072 CHF | 100.00% | 100.00% |