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% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,262 CHF | 252,262 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,740 CHF | 252,760 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,048 CHF | 252,051 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,334 CHF | 257,384 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,137 CHF | 257,187 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,397 CHF | 257,447 CHF | 99.60% | 99.60% |
05/07/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,529 CHF | 257,579 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,649 CHF | 256,699 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,878 CHF | 255,926 CHF | 99.79% | 99.79% |
02/07/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,383 CHF | 255,410 CHF | 100.00% | 100.00% |