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% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,225 CHF | 259,300 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.89 % | 103.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,176 CHF | 259,251 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,108 CHF | 259,183 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,930 CHF | 259,005 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,862 CHF | 258,936 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,756 CHF | 258,809 CHF | 99.31% | 99.31% |
05/07/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,756 CHF | 258,820 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,387 CHF | 258,437 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,355 CHF | 258,405 CHF | 99.82% | 99.82% |
02/07/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,107 CHF | 258,157 CHF | 100.00% | 100.00% |