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 | 0.49% | 101.73 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,590 CHF | 255,840 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.91 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,464 CHF | 255,714 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.58 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,547 CHF | 254,797 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.45 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,809 CHF | 255,059 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.48 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,716 CHF | 254,966 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 101.53 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,045 CHF | 255,295 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 101.52 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,061 CHF | 255,311 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.51 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,821 CHF | 255,071 CHF | 98.25% | 98.25% |
03/07/2024 | 0.49% | 101.41 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,884 CHF | 255,134 CHF | 99.84% | 99.84% |
02/07/2024 | 0.49% | 101.35 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,617 CHF | 253,867 CHF | 99.84% | 99.84% |