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% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,440 CHF | 258,497 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,372 CHF | 258,422 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,309 CHF | 258,359 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,074 CHF | 258,124 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,091 CHF | 258,141 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,920 CHF | 257,970 CHF | 99.07% | 99.07% |
05/07/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,933 CHF | 257,983 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,913 CHF | 257,963 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.32 % | 103.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,877 CHF | 257,927 CHF | 99.86% | 99.86% |
02/07/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,572 CHF | 257,622 CHF | 100.00% | 100.00% |