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% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,461 CHF | 257,511 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,766 CHF | 256,816 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,718 CHF | 256,768 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,258 CHF | 256,308 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,586 CHF | 256,636 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,764 CHF | 256,814 CHF | 99.79% | 99.79% |
05/07/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,625 CHF | 256,675 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,300 CHF | 256,350 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,945 CHF | 255,993 CHF | 99.77% | 99.77% |
02/07/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,205 CHF | 255,230 CHF | 100.00% | 100.00% |