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 | 0.58% | 103.61 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,008 CHF | 260,508 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 103.60 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,994 CHF | 260,494 CHF | 78.49% | 78.49% |
11/07/2024 | 0.58% | 103.59 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,953 CHF | 260,453 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 103.56 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,918 CHF | 260,418 CHF | 94.73% | 94.73% |
09/07/2024 | 0.58% | 103.55 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,875 CHF | 260,375 CHF | 97.77% | 97.77% |
08/07/2024 | 0.58% | 103.55 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,875 CHF | 260,375 CHF | 99.78% | 99.78% |
05/07/2024 | 0.58% | 103.55 % | 104.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,859 CHF | 260,359 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 103.53 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,826 CHF | 260,326 CHF | 98.27% | 98.27% |
03/07/2024 | 0.58% | 103.52 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,754 CHF | 260,254 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 103.50 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,763 CHF | 260,263 CHF | 100.00% | 100.00% |