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% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,667 CHF | 255,710 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,594 CHF | 255,619 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,496 CHF | 255,521 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,398 CHF | 255,423 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,358 CHF | 255,383 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,325 CHF | 255,350 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,308 CHF | 255,333 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,261 CHF | 255,286 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,200 CHF | 255,225 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,192 CHF | 255,217 CHF | 100.00% | 100.00% |