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% | 105.35 % | 105.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,330 CHF | 264,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.37 % | 105.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,391 CHF | 264,641 CHF | 78.76% | 78.76% |
11/07/2024 | 0.47% | 105.28 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,206 CHF | 264,456 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.19 % | 105.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,872 CHF | 264,122 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.07 % | 105.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,647 CHF | 263,897 CHF | 97.77% | 97.77% |
08/07/2024 | 0.47% | 105.13 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,803 CHF | 264,053 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.05 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,626 CHF | 263,876 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.05 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,638 CHF | 263,888 CHF | 98.25% | 98.25% |
03/07/2024 | 0.48% | 105.00 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,314 CHF | 263,564 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.85 % | 105.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,860 CHF | 263,110 CHF | 100.00% | 100.00% |