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% | 103.07 % | 103.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,675 CHF | 259,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.18 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,950 CHF | 260,025 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,050 CHF | 260,125 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.25 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,125 CHF | 260,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.28 % | 104.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,200 CHF | 260,275 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.32 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,300 CHF | 260,375 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,475 CHF | 260,550 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,475 CHF | 260,550 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,450 CHF | 260,525 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,450 CHF | 260,525 CHF | 100.00% | 100.00% |