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 | 253,012 CHF | 255,037 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,829 CHF | 254,854 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,607 CHF | 254,632 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,263 CHF | 254,288 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,048 CHF | 254,073 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,101 CHF | 254,126 CHF | 99.60% | 99.60% |
05/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,981 CHF | 254,006 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,871 CHF | 253,896 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,717 CHF | 253,742 CHF | 99.83% | 99.83% |
02/07/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,305 CHF | 253,330 CHF | 100.00% | 100.00% |