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 | 255,815 CHF | 257,865 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.46 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,620 CHF | 257,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.40 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,685 CHF | 257,735 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,811 CHF | 256,861 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,173 CHF | 257,223 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,930 CHF | 256,980 CHF | 99.70% | 99.70% |
05/07/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,595 CHF | 257,645 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.03 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,340 CHF | 257,390 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,616 CHF | 256,666 CHF | 99.84% | 99.84% |
02/07/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,473 CHF | 255,504 CHF | 100.00% | 100.00% |