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% | 103.70 % | 104.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,336 CHF | 261,411 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.64 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,457 CHF | 260,532 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.55 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,861 CHF | 260,936 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.54 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,015 CHF | 261,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.26 % | 104.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,340 CHF | 260,415 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.23 % | 104.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,161 CHF | 260,236 CHF | 99.83% | 99.83% |
05/07/2024 | 0.80% | 103.06 % | 103.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,881 CHF | 259,956 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.73 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,698 CHF | 258,755 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,868 CHF | 258,925 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,862 CHF | 256,911 CHF | 100.00% | 100.00% |