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% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,747 CHF | 254,772 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,680 CHF | 254,705 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,657 CHF | 254,682 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,622 CHF | 254,647 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,550 CHF | 254,575 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,525 CHF | 254,550 CHF | 99.25% | 99.25% |
05/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,439 CHF | 254,464 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,450 CHF | 254,475 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,288 CHF | 254,313 CHF | 99.80% | 99.80% |
02/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,360 CHF | 254,385 CHF | 100.00% | 100.00% |