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 | 0.47% | 105.31 % | 105.81 % | 250,000 | 250,000 | 249,987 | 250,000 | 263,005 CHF | 264,269 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.09 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,743 CHF | 263,993 CHF | 78.49% | 78.49% |
11/07/2024 | 0.47% | 105.09 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,793 CHF | 264,043 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.11 % | 105.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,802 CHF | 264,052 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.13 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,861 CHF | 264,111 CHF | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.14 % | 105.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,846 CHF | 264,096 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.12 % | 105.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,870 CHF | 264,120 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.13 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,851 CHF | 264,101 CHF | 98.25% | 98.25% |
03/07/2024 | 0.47% | 105.13 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,833 CHF | 264,083 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.12 % | 105.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,821 CHF | 264,071 CHF | 100.00% | 100.00% |