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% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,446 CHF | 254,471 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,425 CHF | 254,450 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,385 CHF | 254,410 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,375 CHF | 254,400 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,350 CHF | 254,375 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,350 CHF | 254,375 CHF | 99.96% | 99.96% |
05/07/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,325 CHF | 254,350 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,300 CHF | 254,325 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,275 CHF | 254,300 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,275 CHF | 254,300 CHF | 100.00% | 100.00% |