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% | 101.76 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,691 CHF | 255,941 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.95 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,675 CHF | 255,925 CHF | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.84 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,442 CHF | 255,692 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.83 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,613 CHF | 255,863 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.88 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,489 CHF | 255,739 CHF | 97.77% | 97.77% |
08/07/2024 | 0.49% | 101.69 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,549 CHF | 255,799 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 101.83 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,536 CHF | 255,786 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.93 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,678 CHF | 255,928 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 102.27 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,365 CHF | 256,615 CHF | 60.49% | 60.49% |
02/07/2024 | 0.49% | 101.79 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,174 CHF | 254,424 CHF | 96.99% | 96.99% |