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% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,323 CHF | 256,371 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,521 CHF | 256,568 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,606 CHF | 256,656 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,709 CHF | 255,749 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,983 CHF | 256,029 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,224 CHF | 256,274 CHF | 99.35% | 99.35% |
05/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,126 CHF | 256,176 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,057 CHF | 255,082 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,373 CHF | 253,398 CHF | 99.82% | 99.82% |
02/07/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,079 CHF | 251,080 CHF | 100.00% | 100.00% |