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% | 109.41 % | 110.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,525 CHF | 275,725 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 109.40 % | 110.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,500 CHF | 275,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 109.40 % | 110.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,500 CHF | 275,700 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 109.38 % | 110.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,450 CHF | 275,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 109.38 % | 110.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,450 CHF | 275,650 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 109.37 % | 110.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,425 CHF | 275,625 CHF | 99.78% | 99.78% |
05/07/2024 | 0.80% | 109.37 % | 110.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,425 CHF | 275,625 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 109.36 % | 110.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,400 CHF | 275,600 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 109.35 % | 110.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,375 CHF | 275,575 CHF | 99.89% | 99.89% |
02/07/2024 | 0.80% | 109.35 % | 110.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,375 CHF | 275,575 CHF | 100.00% | 100.00% |