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% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,376 CHF | 258,435 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,940 CHF | 259,012 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,000 CHF | 259,071 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.62 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,033 CHF | 259,102 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,134 CHF | 259,209 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.95 % | 103.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,415 CHF | 259,489 CHF | 99.27% | 99.27% |
05/07/2024 | 0.80% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,908 CHF | 258,977 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,261 CHF | 259,336 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,161 CHF | 259,234 CHF | 99.69% | 99.69% |
02/07/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,670 CHF | 257,720 CHF | 100.00% | 100.00% |