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% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,309 CHF | 255,336 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,062 CHF | 255,087 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,933 CHF | 254,958 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,485 CHF | 254,510 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,367 CHF | 254,392 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,312 CHF | 254,336 CHF | 99.71% | 99.71% |
05/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,633 CHF | 254,658 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,683 CHF | 254,708 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,374 CHF | 254,399 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,056 CHF | 253,081 CHF | 100.00% | 100.00% |