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% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,275 CHF | 255,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,528 CHF | 255,561 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,861 CHF | 255,911 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.47 % | 102.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,725 CHF | 255,769 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,832 CHF | 255,882 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,720 CHF | 255,766 CHF | 99.09% | 99.09% |
05/07/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,671 CHF | 255,714 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,498 CHF | 255,523 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,351 CHF | 255,376 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,814 CHF | 254,839 CHF | 100.00% | 100.00% |