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% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,035 CHF | 254,060 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,990 CHF | 254,015 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,678 CHF | 253,703 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,144 CHF | 253,169 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,253 CHF | 253,278 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,214 CHF | 253,239 CHF | 99.34% | 99.34% |
05/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,190 CHF | 253,215 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,953 CHF | 252,978 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,417 CHF | 252,420 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,953 CHF | 251,953 CHF | 100.00% | 100.00% |