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% | 103.89 % | 104.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,953 CHF | 262,044 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.42 % | 105.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,879 CHF | 262,979 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.05 % | 104.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,506 CHF | 262,606 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 103.88 % | 104.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,582 CHF | 261,657 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 103.97 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,190 CHF | 262,290 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,000 CHF | 262,096 CHF | 99.62% | 99.62% |
05/07/2024 | 0.80% | 104.22 % | 105.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,881 CHF | 262,981 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.60 % | 105.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,452 CHF | 263,552 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.55 % | 105.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,685 CHF | 262,785 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 103.54 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,885 CHF | 260,960 CHF | 100.00% | 100.00% |