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% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,086 CHF | 256,136 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,040 CHF | 256,090 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,985 CHF | 256,035 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,822 CHF | 255,872 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,762 CHF | 255,812 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,680 CHF | 255,719 CHF | 99.14% | 99.14% |
05/07/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,606 CHF | 255,634 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,651 CHF | 255,683 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,397 CHF | 255,422 CHF | 99.80% | 99.80% |
02/07/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,366 CHF | 255,391 CHF | 100.00% | 100.00% |