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% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,289 CHF | 254,314 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,756 CHF | 253,781 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,681 CHF | 255,725 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 240,000 | 250,000 | 243,615 | 253,314 CHF | 248,816 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,842 CHF | 254,867 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,128 CHF | 254,153 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,335 CHF | 254,360 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,107 CHF | 254,132 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,459 CHF | 252,461 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,889 CHF | 251,889 CHF | 100.00% | 100.00% |