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% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,694 CHF | 255,734 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,217 CHF | 255,242 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,033 CHF | 255,058 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,679 CHF | 254,704 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,621 CHF | 254,646 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,403 CHF | 254,428 CHF | 99.50% | 99.50% |
05/07/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,373 CHF | 254,398 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,390 CHF | 254,415 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,724 CHF | 254,749 CHF | 99.65% | 99.65% |
02/07/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,805 CHF | 254,830 CHF | 100.00% | 100.00% |