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 | 253,575 CHF | 255,600 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,575 CHF | 255,600 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,575 CHF | 255,600 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,550 CHF | 255,575 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,550 CHF | 255,575 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,508 CHF | 255,533 CHF | 99.70% | 99.70% |
05/07/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,509 CHF | 255,534 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,448 CHF | 255,473 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,301 CHF | 255,326 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,300 CHF | 255,325 CHF | 100.00% | 100.00% |