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% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,504 CHF | 255,532 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,313 CHF | 255,338 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,173 CHF | 255,198 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,065 CHF | 255,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,903 CHF | 254,928 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,766 CHF | 254,791 CHF | 99.85% | 99.85% |
05/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,521 CHF | 254,546 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,599 CHF | 254,624 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,398 CHF | 254,423 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 100.89 % | 101.70 % | 249,000 | 250,000 | 249,216 | 250,000 | 251,375 CHF | 254,190 CHF | 100.00% | 100.00% |