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% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,662 CHF | 253,687 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,462 CHF | 253,487 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,090 CHF | 254,115 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,836 CHF | 253,861 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,184 CHF | 254,209 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,328 CHF | 254,353 CHF | 99.70% | 99.70% |
05/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,987 CHF | 254,012 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,800 CHF | 253,825 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,631 CHF | 253,656 CHF | 99.75% | 99.75% |
02/07/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,336 CHF | 253,361 CHF | 100.00% | 100.00% |