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 | 0.96% | 104.16 % | 105.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,339 CHF | 262,839 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 104.12 % | 105.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,277 CHF | 262,777 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 104.11 % | 105.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,206 CHF | 262,706 CHF | 100.00% | 100.00% |
10/07/2024 | 0.96% | 104.06 % | 105.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,139 CHF | 262,639 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 104.02 % | 105.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,065 CHF | 262,565 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 104.00 % | 105.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,028 CHF | 262,528 CHF | 99.96% | 99.96% |
05/07/2024 | 0.96% | 104.02 % | 105.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,992 CHF | 262,492 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 103.96 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,917 CHF | 262,417 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 103.96 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,765 CHF | 262,265 CHF | 99.96% | 99.96% |
02/07/2024 | 0.96% | 103.90 % | 104.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,787 CHF | 262,287 CHF | 100.00% | 100.00% |