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% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,996 CHF | 257,046 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,818 CHF | 256,868 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,773 CHF | 255,814 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,764 CHF | 254,789 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,965 CHF | 254,992 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,623 CHF | 255,655 CHF | 99.82% | 99.82% |
05/07/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,700 CHF | 255,744 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,751 CHF | 255,791 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,666 CHF | 255,712 CHF | 99.90% | 99.90% |
02/07/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,620 CHF | 253,645 CHF | 100.00% | 100.00% |