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% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,358 CHF | 255,383 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,208 CHF | 255,233 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,262 CHF | 255,287 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,865 CHF | 254,890 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,752 CHF | 254,777 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,794 CHF | 254,819 CHF | 99.38% | 99.38% |
05/07/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,638 CHF | 254,663 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,519 CHF | 254,544 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,136 CHF | 254,161 CHF | 99.71% | 99.71% |
02/07/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,326 CHF | 253,351 CHF | 100.00% | 100.00% |