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% | 104.21 % | 105.00 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,222 CHF | 199,680 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 104.22 % | 105.01 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,060 CHF | 199,519 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 104.17 % | 104.96 % | 191,000 | 190,000 | 191,004 | 190,000 | 199,121 CHF | 199,576 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 104.25 % | 105.04 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,118 CHF | 199,576 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 104.17 % | 104.96 % | 191,000 | 190,000 | 191,134 | 190,000 | 199,135 CHF | 199,455 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 104.25 % | 105.04 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,131 CHF | 199,590 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 104.21 % | 105.00 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,214 CHF | 199,672 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 104.24 % | 105.03 % | 191,000 | 190,000 | 191,000 | 190,000 | 199,098 CHF | 199,557 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 104.20 % | 104.99 % | 191,000 | 190,000 | 191,597 | 190,000 | 199,557 CHF | 199,395 CHF | 99.95% | 99.95% |
02/07/2024 | 0.76% | 104.03 % | 104.82 % | 192,000 | 190,000 | 191,022 | 190,000 | 198,981 CHF | 199,418 CHF | 100.00% | 100.00% |