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% | 103.92 % | 104.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,285 CHF | 262,382 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.13 % | 104.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,242 CHF | 262,342 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.10 % | 104.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,063 CHF | 262,162 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.89 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,754 CHF | 261,829 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.90 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,756 CHF | 261,831 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.88 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,741 CHF | 261,816 CHF | 99.53% | 99.53% |
05/07/2024 | 0.80% | 103.87 % | 104.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,734 CHF | 261,809 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 103.93 % | 104.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,734 CHF | 261,809 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 103.75 % | 104.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,507 CHF | 261,582 CHF | 99.72% | 99.72% |
02/07/2024 | 0.80% | 103.76 % | 104.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,226 CHF | 261,301 CHF | 100.00% | 100.00% |