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 | 0.77% | 102.69 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,241 CHF | 259,241 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 102.90 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,880 CHF | 258,880 CHF | 78.49% | 78.49% |
11/07/2024 | 0.78% | 102.59 % | 103.39 % | 250,000 | 250,000 | 250,000 | 249,915 | 256,343 CHF | 258,255 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.21 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,075 CHF | 257,075 CHF | 94.72% | 94.72% |
09/07/2024 | 0.78% | 101.92 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 CHF | 257,150 CHF | 97.77% | 97.77% |
08/07/2024 | 0.78% | 101.94 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,901 CHF | 256,901 CHF | 99.78% | 99.78% |
05/07/2024 | 0.78% | 101.86 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,040 CHF | 257,040 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 102.01 % | 102.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,884 CHF | 256,884 CHF | 98.27% | 98.27% |
03/07/2024 | 0.78% | 101.88 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,581 CHF | 256,581 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 101.79 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,197 CHF | 256,197 CHF | 100.00% | 100.00% |