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% | 105.97 % | 106.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,299 CHF | 267,424 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 106.05 % | 106.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,081 CHF | 267,206 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 106.13 % | 106.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,374 CHF | 267,499 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 105.95 % | 106.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,673 CHF | 266,798 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 105.74 % | 106.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,464 CHF | 266,589 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 105.74 % | 106.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,211 CHF | 266,336 CHF | 99.56% | 99.56% |
05/07/2024 | 0.80% | 105.35 % | 106.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,495 CHF | 265,620 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.38 % | 106.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,501 CHF | 265,626 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 105.13 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,763 CHF | 264,864 CHF | 99.70% | 99.70% |
02/07/2024 | 0.80% | 105.34 % | 106.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,209 CHF | 265,325 CHF | 100.00% | 100.00% |