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% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,745 CHF | 254,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,433 CHF | 254,458 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,192 CHF | 254,217 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,553 CHF | 253,578 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,197 CHF | 253,222 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,763 CHF | 253,788 CHF | 99.24% | 99.24% |
05/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,131 CHF | 253,156 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,013 CHF | 253,037 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,351 CHF | 252,356 CHF | 99.61% | 99.61% |
02/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,043 CHF | 252,047 CHF | 100.00% | 100.00% |