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% | 102.60 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,500 CHF | 258,550 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,475 CHF | 258,525 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,450 CHF | 258,500 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,425 CHF | 258,475 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,425 CHF | 258,475 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,400 CHF | 258,450 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,400 CHF | 258,450 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,375 CHF | 258,425 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,350 CHF | 258,400 CHF | 99.62% | 99.62% |
02/07/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,325 CHF | 258,375 CHF | 100.00% | 100.00% |