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% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,030 CHF | 254,055 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,564 CHF | 253,589 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,044 CHF | 254,069 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,251 CHF | 253,276 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,039 CHF | 253,062 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,528 CHF | 252,540 CHF | 99.30% | 99.30% |
05/07/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,163 CHF | 250,163 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,436 CHF | 249,436 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,476 CHF | 249,476 CHF | 99.06% | 99.06% |
02/07/2024 | 0.82% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,601 CHF | 245,601 CHF | 100.00% | 100.00% |