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% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,762 CHF | 252,780 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,660 CHF | 252,674 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,241 CHF | 253,265 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,629 CHF | 253,654 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,920 CHF | 253,945 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,141 CHF | 254,166 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,100 CHF | 253,120 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,509 CHF | 251,509 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,937 CHF | 251,937 CHF | 99.74% | 99.74% |
02/07/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,726 CHF | 250,726 CHF | 99.98% | 99.98% |