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% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,279 CHF | 257,329 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,376 CHF | 257,426 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,445 CHF | 257,495 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,242 CHF | 257,292 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,043 CHF | 257,093 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,012 CHF | 257,062 CHF | 99.66% | 99.66% |
05/07/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,139 CHF | 257,189 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.87 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,873 CHF | 256,923 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,404 CHF | 257,454 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,641 CHF | 256,691 CHF | 100.00% | 100.00% |