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% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,845 CHF | 253,870 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,503 CHF | 253,528 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,444 CHF | 254,469 CHF | 99.94% | 99.94% |
10/07/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,908 CHF | 253,933 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,716 CHF | 253,741 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,288 CHF | 253,313 CHF | 99.75% | 99.75% |
05/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,628 CHF | 253,653 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,979 CHF | 253,004 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,491 CHF | 251,491 CHF | 99.56% | 99.56% |
02/07/2024 | 0.81% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,851 CHF | 248,851 CHF | 100.00% | 100.00% |