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% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,045 CHF | 264,145 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.79 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,890 CHF | 263,990 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.87 % | 105.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,224 CHF | 264,324 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 104.69 % | 105.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,466 CHF | 263,566 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 104.38 % | 105.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,080 CHF | 263,180 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 104.41 % | 105.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,082 CHF | 263,182 CHF | 99.61% | 99.61% |
05/07/2024 | 0.80% | 104.12 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,429 CHF | 262,529 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.23 % | 105.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,483 CHF | 262,583 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 103.94 % | 104.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,630 CHF | 261,707 CHF | 99.91% | 99.91% |
02/07/2024 | 0.80% | 104.13 % | 104.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,176 CHF | 262,273 CHF | 100.00% | 100.00% |