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% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,842 CHF | 253,867 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.00 % | 104.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,700 CHF | 261,778 CHF | 99.94% | 99.94% |
11/07/2024 | 0.80% | 103.80 % | 104.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,963 CHF | 261,038 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,880 CHF | 259,955 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,241 CHF | 259,316 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,216 CHF | 259,291 CHF | 99.26% | 99.26% |
05/07/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,127 CHF | 259,202 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,967 CHF | 259,042 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,933 CHF | 259,008 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,631 CHF | 258,684 CHF | 100.00% | 100.00% |