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% | 105.37 % | 106.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,211 CHF | 265,334 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.85 % | 105.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,859 CHF | 261,939 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.98 % | 105.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,989 CHF | 265,097 CHF | 99.97% | 99.97% |
10/07/2024 | 0.80% | 104.97 % | 105.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,722 CHF | 264,822 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 105.00 % | 105.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,307 CHF | 264,407 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 105.10 % | 105.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,037 CHF | 264,137 CHF | 99.66% | 99.66% |
05/07/2024 | 0.80% | 104.74 % | 105.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,919 CHF | 264,019 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.71 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,871 CHF | 263,971 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.47 % | 105.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,410 CHF | 263,510 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,532 CHF | 259,598 CHF | 100.00% | 100.00% |