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% | 104.67 % | 105.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,545 CHF | 263,645 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.59 % | 105.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,606 CHF | 263,706 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.86 % | 105.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,944 CHF | 264,044 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 104.78 % | 105.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,550 CHF | 263,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 104.90 % | 105.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,196 CHF | 264,296 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 104.94 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,077 CHF | 264,177 CHF | 99.56% | 99.56% |
05/07/2024 | 0.80% | 105.08 % | 105.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,840 CHF | 264,941 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.08 % | 105.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,402 CHF | 264,502 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 105.00 % | 105.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,340 CHF | 264,440 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 104.94 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,438 CHF | 264,538 CHF | 100.00% | 100.00% |