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% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,349 CHF | 256,399 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,243 CHF | 256,293 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,270 CHF | 256,320 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,968 CHF | 256,018 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,980 CHF | 256,030 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,097 CHF | 256,147 CHF | 99.53% | 99.53% |
05/07/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,889 CHF | 255,939 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,902 CHF | 255,952 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,669 CHF | 255,706 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,109 CHF | 255,134 CHF | 100.00% | 100.00% |