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% | 103.76 % | 104.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,123 CHF | 263,220 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.25 % | 105.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,395 CHF | 262,495 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.50 % | 104.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,968 CHF | 261,043 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,526 CHF | 257,577 CHF | 99.99% | 99.99% |
09/07/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,612 CHF | 257,662 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,809 CHF | 256,857 CHF | 99.32% | 99.32% |
05/07/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,101 CHF | 257,151 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,413 CHF | 256,462 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,664 CHF | 256,714 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,023 CHF | 256,064 CHF | 100.00% | 100.00% |