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% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,450 CHF | 255,475 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,425 CHF | 255,450 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,475 CHF | 255,500 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,381 CHF | 255,406 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,425 CHF | 255,450 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,425 CHF | 255,450 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,350 CHF | 255,375 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,350 CHF | 255,375 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,275 CHF | 99.95% | 99.95% |
02/07/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,225 CHF | 255,250 CHF | 100.00% | 100.00% |