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% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,208 CHF | 255,236 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,440 CHF | 255,469 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,446 CHF | 254,471 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,932 CHF | 253,957 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,824 CHF | 253,849 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,029 CHF | 254,054 CHF | 99.59% | 99.59% |
05/07/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,019 CHF | 254,044 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,472 CHF | 254,497 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,529 CHF | 252,543 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,067 CHF | 256,114 CHF | 100.00% | 100.00% |