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% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,828 CHF | 257,878 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,650 CHF | 257,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,582 CHF | 257,632 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,320 CHF | 257,370 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,313 CHF | 257,363 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,220 CHF | 257,270 CHF | 99.14% | 99.14% |
05/07/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,052 CHF | 257,102 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,022 CHF | 257,072 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,013 CHF | 257,063 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,826 CHF | 256,876 CHF | 100.00% | 100.00% |