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% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,049 CHF | 254,074 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,926 CHF | 253,951 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,964 CHF | 253,989 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,428 CHF | 253,453 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,391 CHF | 253,416 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,674 CHF | 253,699 CHF | 99.74% | 99.74% |
05/07/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,538 CHF | 253,563 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,517 CHF | 253,542 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,198 CHF | 253,223 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,101 CHF | 252,101 CHF | 100.00% | 100.00% |