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% | 103.49 % | 104.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,246 CHF | 261,246 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 103.71 % | 104.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,896 CHF | 260,896 CHF | 78.49% | 78.49% |
11/07/2024 | 0.77% | 103.39 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,347 CHF | 260,347 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 103.01 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,073 CHF | 259,073 CHF | 94.73% | 94.73% |
09/07/2024 | 0.77% | 102.73 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,178 CHF | 259,178 CHF | 97.77% | 97.77% |
08/07/2024 | 0.78% | 102.75 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,922 CHF | 258,922 CHF | 99.78% | 99.78% |
05/07/2024 | 0.78% | 102.65 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,052 CHF | 259,052 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.82 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,899 CHF | 258,899 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 102.68 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,605 CHF | 258,605 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.59 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,179 CHF | 258,179 CHF | 100.00% | 100.00% |