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% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,551 CHF | 253,576 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,982 CHF | 253,007 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,799 CHF | 252,824 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,417 CHF | 257,467 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,148 CHF | 257,198 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,333 CHF | 257,383 CHF | 99.33% | 99.33% |
05/07/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,470 CHF | 256,520 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,243 CHF | 256,293 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,105 CHF | 256,155 CHF | 99.97% | 99.97% |
02/07/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,922 CHF | 255,972 CHF | 100.00% | 100.00% |