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% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,296 CHF | 255,321 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,892 CHF | 254,917 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,686 CHF | 254,711 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,358 CHF | 254,383 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,245 CHF | 254,270 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,173 CHF | 254,198 CHF | 99.80% | 99.80% |
05/07/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,195 CHF | 254,220 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,361 CHF | 254,386 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,439 CHF | 254,464 CHF | 99.78% | 99.78% |
02/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,464 CHF | 254,489 CHF | 100.00% | 100.00% |