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% | 104.66 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,472 CHF | 265,585 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 105.79 % | 106.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,376 CHF | 266,501 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 105.75 % | 106.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,161 CHF | 266,286 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 106.21 % | 107.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,399 CHF | 267,524 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 106.10 % | 106.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,372 CHF | 267,496 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 106.12 % | 106.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,924 CHF | 267,049 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 105.67 % | 106.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,438 CHF | 266,563 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.92 % | 106.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,766 CHF | 266,891 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 105.78 % | 106.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,439 CHF | 266,564 CHF | 99.93% | 99.93% |
02/07/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,949 CHF | 266,074 CHF | 100.00% | 100.00% |