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% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,652 CHF | 257,702 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,829 CHF | 256,879 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.87 % | 102.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,512 CHF | 257,562 CHF | 99.94% | 99.94% |
10/07/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,307 CHF | 256,357 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,083 CHF | 256,128 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,488 CHF | 255,522 CHF | 99.14% | 99.14% |