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% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,963 CHF | 257,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,825 CHF | 256,875 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,772 CHF | 256,822 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,651 CHF | 256,701 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,651 CHF | 256,701 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,619 CHF | 256,669 CHF | 98.96% | 98.96% |
05/07/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,426 CHF | 256,476 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,435 CHF | 256,485 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,309 CHF | 256,359 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,154 CHF | 256,204 CHF | 100.00% | 100.00% |