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% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,751 CHF | 259,826 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.94 % | 103.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,318 CHF | 259,393 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,223 CHF | 259,298 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,493 CHF | 258,545 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,199 CHF | 258,249 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,022 CHF | 258,072 CHF | 99.35% | 99.35% |
05/07/2024 | 0.80% | 102.22 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,928 CHF | 257,978 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,742 CHF | 257,792 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,602 CHF | 257,652 CHF | 99.85% | 99.85% |
02/07/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,893 CHF | 257,943 CHF | 100.00% | 100.00% |