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% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,422 CHF | 255,447 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,911 CHF | 254,936 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,824 CHF | 254,849 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,522 CHF | 254,547 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,215 CHF | 254,240 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,165 CHF | 254,190 CHF | 99.69% | 99.69% |
05/07/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,209 CHF | 254,234 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,344 CHF | 254,369 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,581 CHF | 254,606 CHF | 99.65% | 99.65% |
02/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,505 CHF | 254,530 CHF | 100.00% | 100.00% |