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% | 103.30 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,728 CHF | 260,803 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.36 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,333 CHF | 260,408 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.18 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,034 CHF | 260,109 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,796 CHF | 258,858 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.64 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,801 CHF | 258,864 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,304 CHF | 258,354 CHF | 99.47% | 99.47% |
05/07/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,005 CHF | 258,055 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,777 CHF | 257,827 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,475 CHF | 257,525 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,706 CHF | 257,756 CHF | 100.00% | 100.00% |