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 | 0.77% | 103.12 % | 103.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,272 CHF | 260,272 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 103.36 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,209 CHF | 260,209 CHF | 78.49% | 78.49% |
11/07/2024 | 0.77% | 103.28 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,550 CHF | 259,550 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.65 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,415 CHF | 258,415 CHF | 94.72% | 94.72% |
09/07/2024 | 0.78% | 102.49 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,866 CHF | 258,866 CHF | 97.74% | 97.74% |
08/07/2024 | 0.78% | 102.50 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,297 CHF | 258,297 CHF | 99.79% | 99.79% |
05/07/2024 | 0.78% | 102.46 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,331 CHF | 258,331 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.49 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,872 CHF | 257,872 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 102.43 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,920 CHF | 257,920 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.02 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,582 CHF | 256,582 CHF | 100.00% | 100.00% |