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% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,247 CHF | 254,272 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,195 CHF | 254,220 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,876 CHF | 253,901 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,351 CHF | 253,376 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,455 CHF | 253,480 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,415 CHF | 253,440 CHF | 99.34% | 99.34% |
05/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,399 CHF | 253,424 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,158 CHF | 253,183 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,638 CHF | 252,660 CHF | 99.65% | 99.65% |
02/07/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,136 CHF | 252,137 CHF | 100.00% | 100.00% |