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% | 102.11 % | 102.93 % | 250,000 | 150,000 | 250,000 | 214,474 | 255,037 CHF | 220,554 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,888 CHF | 256,938 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.43 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,164 CHF | 259,236 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,339 CHF | 258,391 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,150 CHF | 258,200 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.00 % | 102.82 % | 245,000 | 250,000 | 248,144 | 250,000 | 254,084 CHF | 258,034 CHF | 99.27% | 99.27% |
05/07/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,168 CHF | 255,197 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,705 CHF | 254,730 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,593 CHF | 256,642 CHF | 99.81% | 99.81% |
02/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,812 CHF | 255,858 CHF | 100.00% | 100.00% |