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% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,093 CHF | 254,118 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,844 CHF | 253,869 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,748 CHF | 253,773 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,732 CHF | 253,757 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,615 CHF | 253,640 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,700 CHF | 253,725 CHF | 99.55% | 99.55% |
05/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,509 CHF | 253,534 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,566 CHF | 253,591 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,310 CHF | 253,335 CHF | 99.91% | 99.91% |
02/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,007 CHF | 253,032 CHF | 100.00% | 100.00% |