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% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,525 CHF | 254,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,349 CHF | 254,374 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,312 CHF | 254,337 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,037 CHF | 254,062 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,953 CHF | 253,978 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,895 CHF | 253,920 CHF | 99.43% | 99.43% |
05/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,755 CHF | 253,780 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,788 CHF | 253,813 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,425 CHF | 253,450 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,186 CHF | 253,211 CHF | 100.00% | 100.00% |