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 | 0.76% | 104.55 % | 105.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,958 CHF | 263,958 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 104.81 % | 105.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,634 CHF | 263,634 CHF | 78.49% | 78.49% |
11/07/2024 | 0.76% | 104.46 % | 105.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,014 CHF | 263,014 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 104.02 % | 104.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,470 CHF | 261,470 CHF | 94.72% | 94.72% |
09/07/2024 | 0.77% | 103.69 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,663 CHF | 261,663 CHF | 97.77% | 97.77% |
08/07/2024 | 0.77% | 103.71 % | 104.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,395 CHF | 261,395 CHF | 99.78% | 99.78% |
05/07/2024 | 0.77% | 103.60 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,506 CHF | 261,506 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.80 % | 104.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,334 CHF | 261,334 CHF | 98.27% | 98.27% |
03/07/2024 | 0.77% | 103.65 % | 104.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,999 CHF | 260,999 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 103.54 % | 104.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,474 CHF | 260,474 CHF | 100.00% | 100.00% |