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% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,218 CHF | 256,268 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,064 CHF | 256,107 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,603 CHF | 255,639 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,843 CHF | 255,885 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,156 CHF | 255,181 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,264 CHF | 254,289 CHF | 99.28% | 99.28% |
05/07/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,714 CHF | 253,737 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,502 CHF | 252,508 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,958 CHF | 252,982 CHF | 99.62% | 99.62% |
02/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,735 CHF | 252,754 CHF | 100.00% | 100.00% |