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% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,960 CHF | 256,009 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,555 CHF | 255,585 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,284 CHF | 255,309 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,844 CHF | 254,868 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,767 CHF | 254,792 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,785 CHF | 254,810 CHF | 99.22% | 99.22% |
05/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,951 CHF | 254,976 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,746 CHF | 254,772 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,951 CHF | 254,976 CHF | 99.79% | 99.79% |
02/07/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,637 CHF | 254,662 CHF | 100.00% | 100.00% |