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 | 0.39% | 101.90 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,428 CHF | 259,428 CHF | 99.99% | 99.99% |
12/07/2024 | 0.39% | 104.00 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,202 CHF | 259,202 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 102.60 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,516 CHF | 256,516 CHF | 99.99% | 99.99% |
10/07/2024 | 0.39% | 101.90 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,700 CHF | 254,700 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 101.40 % | 101.80 % | 250,000 | 250,000 | 249,468 | 249,468 | 254,381 CHF | 255,379 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 101.30 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,887 CHF | 254,887 CHF | 99.99% | 99.99% |
05/07/2024 | 0.39% | 100.90 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,896 CHF | 254,896 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 101.70 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,080 CHF | 255,080 CHF | 99.45% | 99.45% |
03/07/2024 | 0.40% | 101.50 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,655 CHF | 253,655 CHF | 99.98% | 99.98% |
02/07/2024 | 0.40% | 101.10 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,309 CHF | 251,309 CHF | 99.98% | 99.98% |