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% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,500 CHF | 257,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,700 CHF | 257,750 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,675 CHF | 257,725 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,623 CHF | 257,673 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,600 CHF | 257,650 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,560 CHF | 257,610 CHF | 99.48% | 99.48% |
05/07/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,435 CHF | 257,485 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,343 CHF | 257,393 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,005 CHF | 257,055 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,462 CHF | 256,512 CHF | 100.00% | 100.00% |