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% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,347 CHF | 258,403 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,020 CHF | 259,095 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,481 CHF | 258,534 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,712 CHF | 257,762 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,810 CHF | 257,860 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,077 CHF | 258,127 CHF | 99.10% | 99.10% |
05/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,226 CHF | 258,276 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.30 % | 103.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,635 CHF | 257,685 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,623 CHF | 256,673 CHF | 99.72% | 99.72% |
02/07/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,259 CHF | 256,309 CHF | 100.00% | 100.00% |