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% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,184 CHF | 257,234 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,909 CHF | 256,959 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,535 CHF | 257,585 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,632 CHF | 257,682 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,763 CHF | 257,813 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,710 CHF | 257,760 CHF | 99.18% | 99.18% |
05/07/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,654 CHF | 257,704 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,344 CHF | 257,394 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,249 CHF | 257,299 CHF | 99.71% | 99.71% |
02/07/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,857 CHF | 256,907 CHF | 100.00% | 100.00% |