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% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,184 CHF | 256,234 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,755 CHF | 255,801 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,620 CHF | 255,650 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,309 CHF | 255,334 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,241 CHF | 255,266 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,331 CHF | 255,356 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,811 CHF | 254,836 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,767 CHF | 254,792 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,368 CHF | 254,393 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,933 CHF | 253,958 CHF | 100.00% | 100.00% |