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% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,950 CHF | 259,025 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,125 CHF | 259,200 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,100 CHF | 259,175 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,075 CHF | 259,150 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,075 CHF | 259,150 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,050 CHF | 259,125 CHF | 99.71% | 99.71% |
05/07/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,000 CHF | 259,075 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,955 CHF | 259,030 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,704 CHF | 258,758 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,657 CHF | 258,710 CHF | 100.00% | 100.00% |