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% | 103.12 % | 103.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,903 CHF | 259,978 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.04 % | 103.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,650 CHF | 259,725 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,515 CHF | 259,590 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,308 CHF | 259,383 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,287 CHF | 259,362 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,188 CHF | 259,263 CHF | 99.57% | 99.57% |
05/07/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,110 CHF | 259,185 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,078 CHF | 259,153 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,085 CHF | 259,160 CHF | 99.89% | 99.89% |
02/07/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,826 CHF | 258,897 CHF | 100.00% | 100.00% |