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% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,250 CHF | 256,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,225 CHF | 256,275 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,200 CHF | 256,250 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,175 CHF | 256,225 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,145 CHF | 256,195 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,056 CHF | 256,106 CHF | 99.77% | 99.77% |
05/07/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,947 CHF | 255,997 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,950 CHF | 256,000 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,842 CHF | 255,892 CHF | 99.83% | 99.83% |
02/07/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,851 CHF | 255,901 CHF | 100.00% | 100.00% |