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% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,379 CHF | 255,404 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,720 CHF | 255,762 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,981 CHF | 255,007 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,671 CHF | 254,696 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,452 CHF | 254,477 CHF | 99.16% | 99.16% |
05/07/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,031 CHF | 255,056 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,743 CHF | 254,768 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,064 CHF | 254,089 CHF | 99.69% | 99.69% |
02/07/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,575 CHF | 252,583 CHF | 100.00% | 100.00% |