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% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,922 CHF | 258,989 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,710 CHF | 258,767 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,652 CHF | 258,702 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,963 CHF | 259,035 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.92 % | 103.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,132 CHF | 259,207 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,095 CHF | 259,170 CHF | 93.24% | 93.24% |
05/07/2024 | 0.80% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,201 CHF | 259,276 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,321 CHF | 259,396 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,170 CHF | 259,245 CHF | 99.96% | 99.96% |
02/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,172 CHF | 259,247 CHF | 100.00% | 100.00% |