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% | 105.57 % | 106.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,818 CHF | 265,068 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 105.57 % | 106.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,923 CHF | 265,173 CHF | 78.49% | 78.49% |
11/07/2024 | 0.47% | 105.57 % | 106.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,889 CHF | 265,139 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 105.52 % | 106.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,743 CHF | 264,993 CHF | 94.72% | 94.72% |
09/07/2024 | 0.47% | 105.48 % | 105.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,751 CHF | 265,001 CHF | 97.76% | 97.76% |
08/07/2024 | 0.47% | 105.45 % | 105.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,544 CHF | 264,794 CHF | 99.78% | 99.78% |
05/07/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,482 CHF | 264,732 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,466 CHF | 264,716 CHF | 98.25% | 98.25% |
03/07/2024 | 0.47% | 105.38 % | 105.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,387 CHF | 264,637 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 105.29 % | 105.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,131 CHF | 264,381 CHF | 100.00% | 100.00% |