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% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,703 CHF | 253,728 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,039 CHF | 254,064 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,993 CHF | 254,018 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,638 CHF | 253,663 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,810 CHF | 253,835 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,160 CHF | 254,185 CHF | 99.15% | 99.15% |
05/07/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,450 CHF | 254,475 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,973 CHF | 253,998 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,190 CHF | 253,215 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,530 CHF | 252,542 CHF | 100.00% | 100.00% |