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% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,107 CHF | 254,132 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,023 CHF | 254,048 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,034 CHF | 254,059 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,685 CHF | 253,710 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,956 CHF | 253,981 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,895 CHF | 253,920 CHF | 99.17% | 99.17% |
05/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,510 CHF | 253,535 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,198 CHF | 253,223 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,027 CHF | 253,052 CHF | 99.64% | 99.64% |
02/07/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,915 CHF | 252,937 CHF | 100.00% | 100.00% |