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% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,750 CHF | 256,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,529 CHF | 256,579 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,543 CHF | 256,593 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,364 CHF | 256,414 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,306 CHF | 256,356 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,220 CHF | 256,270 CHF | 99.79% | 99.79% |
05/07/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,275 CHF | 256,325 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,332 CHF | 256,382 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,125 CHF | 256,175 CHF | 99.75% | 99.75% |
02/07/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,780 CHF | 255,830 CHF | 100.00% | 100.00% |