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% | 103.20 % | 104.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,000 CHF | 260,075 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.16 % | 103.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,934 CHF | 260,009 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.12 % | 103.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,846 CHF | 259,921 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,690 CHF | 259,765 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,628 CHF | 259,703 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,668 CHF | 259,743 CHF | 99.38% | 99.38% |
05/07/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,346 CHF | 259,421 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,321 CHF | 259,396 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,099 CHF | 259,174 CHF | 99.70% | 99.70% |
02/07/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,669 CHF | 258,723 CHF | 100.00% | 100.00% |