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 | 256,775 CHF | 258,839 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,424 CHF | 258,474 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,181 CHF | 258,231 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,707 CHF | 257,757 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,941 CHF | 257,991 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.43 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,145 CHF | 258,195 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,675 CHF | 258,725 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,457 CHF | 258,507 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,213 CHF | 258,263 CHF | 99.89% | 99.89% |
02/07/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,092 CHF | 258,142 CHF | 100.00% | 100.00% |