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% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,871 CHF | 253,896 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,858 CHF | 254,884 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,429 CHF | 254,454 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,832 CHF | 252,857 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,438 CHF | 253,463 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,613 CHF | 252,627 CHF | 99.61% | 99.61% |
05/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,075 CHF | 253,100 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,180 CHF | 253,205 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,826 CHF | 252,847 CHF | 99.64% | 99.64% |
02/07/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,330 CHF | 251,330 CHF | 100.00% | 100.00% |