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% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,744 CHF | 257,794 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,489 CHF | 257,539 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,663 CHF | 257,713 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,274 CHF | 257,324 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,077 CHF | 257,127 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.03 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,151 CHF | 257,201 CHF | 99.69% | 99.69% |
05/07/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,000 CHF | 257,050 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,003 CHF | 257,053 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,034 CHF | 257,084 CHF | 99.87% | 99.87% |
02/07/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,695 CHF | 256,745 CHF | 100.00% | 100.00% |