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% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,715 CHF | 254,740 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,463 CHF | 254,488 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,447 CHF | 254,472 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,062 CHF | 254,087 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,997 CHF | 254,022 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,031 CHF | 254,056 CHF | 99.06% | 99.06% |
05/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,818 CHF | 253,843 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 232,000 | 250,000 | 249,002 | 251,940 CHF | 252,951 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,525 CHF | 253,550 CHF | 99.62% | 99.62% |
02/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,979 CHF | 253,004 CHF | 100.00% | 100.00% |