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% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,400 CHF | 257,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,253 CHF | 257,303 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,102 CHF | 257,152 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,935 CHF | 256,985 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.73 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,869 CHF | 258,944 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.73 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,768 CHF | 258,826 CHF | 99.95% | 99.95% |
05/07/2024 | 0.80% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,719 CHF | 258,770 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,548 CHF | 258,598 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,171 CHF | 258,221 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,267 CHF | 258,317 CHF | 100.00% | 100.00% |