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% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,841 CHF | 253,866 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,476 CHF | 253,501 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,862 CHF | 253,888 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,332 CHF | 253,357 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,020 CHF | 253,045 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,470 CHF | 253,495 CHF | 99.71% | 99.71% |
05/07/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,029 CHF | 253,054 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,909 CHF | 252,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,660 CHF | 252,680 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,273 CHF | 251,273 CHF | 100.00% | 100.00% |