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% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,679 CHF | 258,734 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,525 CHF | 258,575 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,571 CHF | 258,621 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.43 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,972 CHF | 258,022 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.30 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,749 CHF | 257,799 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,989 CHF | 258,039 CHF | 99.48% | 99.48% |
05/07/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,778 CHF | 257,828 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,605 CHF | 257,655 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,274 CHF | 257,324 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 101.99 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,725 CHF | 256,775 CHF | 100.00% | 100.00% |