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% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,680 CHF | 255,716 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,299 CHF | 256,349 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,388 CHF | 255,413 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,734 CHF | 254,759 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 106.77 % | 107.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,304 CHF | 269,454 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 107.40 % | 108.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,892 CHF | 271,043 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 107.42 % | 108.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,702 CHF | 270,852 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 107.59 % | 108.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,042 CHF | 271,192 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 107.28 % | 108.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,992 CHF | 270,142 CHF | 99.96% | 99.96% |
02/07/2024 | 0.80% | 106.59 % | 107.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,090 CHF | 268,228 CHF | 100.00% | 100.00% |