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% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,944 CHF | 256,994 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,192 CHF | 256,242 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,926 CHF | 255,972 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,655 CHF | 255,693 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,026 CHF | 256,067 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,077 CHF | 256,127 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,823 CHF | 255,867 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,360 CHF | 255,386 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,768 CHF | 254,793 CHF | 99.92% | 99.92% |
02/07/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,922 CHF | 253,947 CHF | 100.00% | 100.00% |