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% | 107.00 % | 107.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,829 CHF | 269,979 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 107.09 % | 107.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,445 CHF | 268,589 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 106.70 % | 107.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,969 CHF | 269,117 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 106.71 % | 107.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,402 CHF | 268,543 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 107.05 % | 107.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,633 CHF | 269,783 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 106.79 % | 107.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,270 CHF | 267,401 CHF | 99.21% | 99.21% |
05/07/2024 | 0.80% | 105.66 % | 106.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,446 CHF | 266,571 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,111 CHF | 266,236 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 105.70 % | 106.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,625 CHF | 265,750 CHF | 99.70% | 99.70% |
02/07/2024 | 0.80% | 105.42 % | 106.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,061 CHF | 263,162 CHF | 100.00% | 100.00% |