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% | 104.36 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,051 CHF | 263,151 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.36 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,865 CHF | 262,965 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.30 % | 105.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,842 CHF | 262,942 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 104.31 % | 105.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,721 CHF | 262,821 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 104.30 % | 105.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,750 CHF | 262,850 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,585 CHF | 262,685 CHF | 99.07% | 99.07% |
05/07/2024 | 0.80% | 104.08 % | 104.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,285 CHF | 262,385 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.14 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,399 CHF | 262,499 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.12 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,213 CHF | 262,311 CHF | 99.96% | 99.96% |
02/07/2024 | 0.80% | 104.12 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,255 CHF | 262,355 CHF | 100.00% | 100.00% |