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 | 0.57% | 104.73 % | 105.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,490 CHF | 263,990 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 104.99 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,021 CHF | 263,521 CHF | 78.49% | 78.49% |
11/07/2024 | 0.57% | 104.60 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,351 CHF | 262,851 CHF | 99.99% | 99.99% |
10/07/2024 | 0.58% | 104.12 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,708 CHF | 261,208 CHF | 94.72% | 94.72% |
09/07/2024 | 0.58% | 103.75 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,828 CHF | 261,328 CHF | 97.75% | 97.75% |
08/07/2024 | 0.58% | 103.78 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,514 CHF | 261,014 CHF | 99.78% | 99.78% |
05/07/2024 | 0.58% | 103.66 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,679 CHF | 261,179 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 103.87 % | 104.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,491 CHF | 260,991 CHF | 98.27% | 98.27% |
03/07/2024 | 0.58% | 103.70 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,125 CHF | 260,625 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 103.60 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,596 CHF | 260,096 CHF | 100.00% | 100.00% |