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% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,146 CHF | 258,196 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,202 CHF | 258,252 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,072 CHF | 258,122 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,724 CHF | 257,774 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,738 CHF | 257,788 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,866 CHF | 257,916 CHF | 99.56% | 99.56% |
05/07/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,697 CHF | 257,747 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,974 CHF | 257,024 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,579 CHF | 255,611 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,679 CHF | 253,703 CHF | 100.00% | 100.00% |