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% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,159 CHF | 258,209 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,625 CHF | 257,675 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,394 CHF | 257,444 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,019 CHF | 257,069 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,153 CHF | 257,203 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,098 CHF | 257,148 CHF | 99.09% | 99.09% |
05/07/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,005 CHF | 257,055 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,628 CHF | 256,678 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,321 CHF | 256,365 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,799 CHF | 254,824 CHF | 100.00% | 100.00% |