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% | 103.78 % | 104.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,829 CHF | 261,917 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 103.84 % | 104.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,737 CHF | 259,813 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 103.13 % | 103.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,181 CHF | 260,256 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 102.64 % | 103.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,166 CHF | 258,218 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,761 CHF | 257,811 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,060 CHF | 254,089 CHF | 99.55% | 99.55% |
05/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,302 CHF | 252,308 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,144 CHF | 252,144 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,678 CHF | 253,703 CHF | 99.73% | 99.73% |
02/07/2024 | 0.81% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,231 CHF | 248,231 CHF | 87.95% | 87.95% |