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% | 103.00 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,331 CHF | 260,406 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,348 CHF | 260,423 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.26 % | 104.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,006 CHF | 260,081 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,061 CHF | 259,136 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,908 CHF | 258,977 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,489 CHF | 258,539 CHF | 99.50% | 99.50% |
05/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,699 CHF | 258,753 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,487 CHF | 258,537 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.50 % | 103.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,399 CHF | 258,450 CHF | 99.78% | 99.78% |
02/07/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,008 CHF | 258,058 CHF | 100.00% | 100.00% |