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 | 0.75% | 104.50 % | 105.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,500 CHF | 105,289 CHF | 85.19% | 85.19% |
12/07/2024 | 0.74% | 104.50 % | 105.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,444 CHF | 105,220 CHF | 93.05% | 93.05% |
11/07/2024 | 0.76% | 104.40 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,303 CHF | 105,100 CHF | 99.09% | 99.09% |
10/07/2024 | 0.75% | 104.30 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,221 CHF | 105,010 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 104.20 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,265 CHF | 105,051 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 104.30 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,288 CHF | 105,065 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 104.20 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,290 CHF | 105,087 CHF | 96.56% | 96.56% |
04/07/2024 | 0.76% | 104.30 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,302 CHF | 105,100 CHF | 95.82% | 95.82% |
03/07/2024 | 0.75% | 104.30 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,300 CHF | 105,084 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 104.30 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,227 CHF | 105,011 CHF | 97.50% | 97.50% |