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% | 105.71 % | 106.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,634 CHF | 266,759 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 105.83 % | 106.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,531 CHF | 266,656 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 105.87 % | 106.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,778 CHF | 266,903 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 105.74 % | 106.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,141 CHF | 266,266 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 105.58 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,151 CHF | 266,276 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 105.59 % | 106.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,862 CHF | 265,987 CHF | 99.88% | 99.88% |
05/07/2024 | 0.80% | 105.21 % | 106.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,035 CHF | 265,153 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.14 % | 105.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,879 CHF | 264,981 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.97 % | 105.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,262 CHF | 264,362 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 105.10 % | 105.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,597 CHF | 264,700 CHF | 100.00% | 100.00% |