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% | 105.74 % | 106.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,837 CHF | 266,962 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 105.92 % | 106.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,536 CHF | 266,662 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 105.64 % | 106.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,066 CHF | 266,191 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 105.33 % | 106.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,922 CHF | 265,026 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 105.09 % | 105.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,017 CHF | 265,130 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 105.14 % | 105.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,765 CHF | 264,869 CHF | 99.14% | 99.14% |
05/07/2024 | 0.80% | 104.99 % | 105.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,841 CHF | 264,944 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.11 % | 105.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,676 CHF | 264,776 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.96 % | 105.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,399 CHF | 264,499 CHF | 99.69% | 99.69% |
02/07/2024 | 0.80% | 104.88 % | 105.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,850 CHF | 263,950 CHF | 100.00% | 100.00% |