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% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,693 CHF | 255,737 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,723 CHF | 255,767 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,651 CHF | 254,676 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,254 CHF | 254,279 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,812 CHF | 254,837 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,579 CHF | 255,621 CHF | 99.23% | 99.23% |
05/07/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,689 CHF | 255,730 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,132 CHF | 255,157 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,902 CHF | 254,927 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,341 CHF | 254,366 CHF | 100.00% | 100.00% |