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% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,635 CHF | 254,660 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,435 CHF | 254,460 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,154 CHF | 254,179 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,711 CHF | 253,736 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,608 CHF | 253,633 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,623 CHF | 253,648 CHF | 99.75% | 99.75% |
05/07/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,697 CHF | 253,722 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,605 CHF | 253,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,831 CHF | 253,856 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,360 CHF | 253,385 CHF | 100.00% | 100.00% |