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% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,706 CHF | 255,741 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,037 CHF | 256,087 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,052 CHF | 256,102 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,950 CHF | 256,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,930 CHF | 255,980 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,004 CHF | 256,054 CHF | 99.19% | 99.19% |
05/07/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,029 CHF | 256,079 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,957 CHF | 256,007 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,991 CHF | 256,041 CHF | 96.76% | 96.76% |
02/07/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 CHF | 256,950 CHF | 100.00% | 100.00% |