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% | 103.22 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,669 CHF | 260,169 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 104.71 % | 105.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,363 CHF | 262,863 CHF | 78.49% | 78.49% |
11/07/2024 | 0.57% | 104.35 % | 104.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,736 CHF | 262,236 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 103.91 % | 104.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,231 CHF | 260,731 CHF | 94.72% | 94.72% |
09/07/2024 | 0.58% | 103.57 % | 104.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,340 CHF | 260,840 CHF | 97.77% | 97.77% |
08/07/2024 | 0.58% | 103.60 % | 104.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,050 CHF | 260,550 CHF | 99.78% | 99.78% |
05/07/2024 | 0.58% | 103.48 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,190 CHF | 260,690 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 103.68 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,010 CHF | 260,510 CHF | 98.27% | 98.27% |
03/07/2024 | 0.58% | 103.52 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,660 CHF | 260,160 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 103.42 % | 104.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,173 CHF | 259,673 CHF | 100.00% | 100.00% |