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% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,259 CHF | 259,334 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,945 CHF | 259,020 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,816 CHF | 258,890 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,520 CHF | 258,570 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,381 CHF | 258,431 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,330 CHF | 258,380 CHF | 99.27% | 99.27% |
05/07/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,047 CHF | 258,097 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,129 CHF | 258,179 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,808 CHF | 257,858 CHF | 99.91% | 99.91% |
02/07/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,581 CHF | 257,631 CHF | 100.00% | 100.00% |