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% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,812 CHF | 258,877 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,568 CHF | 258,619 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,053 CHF | 258,103 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,568 CHF | 257,618 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,543 CHF | 257,593 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,303 CHF | 257,353 CHF | 99.58% | 99.58% |
05/07/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,380 CHF | 257,430 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,132 CHF | 257,182 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,091 CHF | 257,141 CHF | 99.72% | 99.72% |
02/07/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,964 CHF | 257,014 CHF | 100.00% | 100.00% |