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% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,491 CHF | 258,547 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,274 CHF | 258,324 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,249 CHF | 258,299 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,954 CHF | 258,004 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,889 CHF | 257,939 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,021 CHF | 258,071 CHF | 99.11% | 99.11% |
05/07/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,922 CHF | 257,972 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,827 CHF | 257,877 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,751 CHF | 257,801 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,724 CHF | 257,774 CHF | 100.00% | 100.00% |