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% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,490 CHF | 257,540 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,016 CHF | 258,066 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,829 CHF | 257,879 CHF | 25.69% | 25.69% |
10/07/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,277 CHF | 257,327 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,342 CHF | 257,392 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,336 CHF | 257,386 CHF | 99.89% | 99.89% |
05/07/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,415 CHF | 257,465 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,429 CHF | 257,479 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,409 CHF | 257,459 CHF | 99.96% | 99.96% |
02/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,245 CHF | 257,295 CHF | 100.00% | 100.00% |