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% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,717 CHF | 259,792 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.95 % | 103.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,675 CHF | 258,730 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.64 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,170 CHF | 258,220 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,858 CHF | 257,908 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,316 CHF | 257,366 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,978 CHF | 258,028 CHF | 99.40% | 99.40% |
05/07/2024 | 0.80% | 102.40 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,750 CHF | 257,800 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,110 CHF | 257,160 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,649 CHF | 257,699 CHF | 99.77% | 99.77% |
02/07/2024 | 0.80% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,611 CHF | 257,661 CHF | 100.00% | 100.00% |