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% | 137.07 % | 138.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 344,913 CHF | 347,683 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 138.04 % | 139.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 343,787 CHF | 346,549 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 136.81 % | 137.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 341,711 CHF | 344,460 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 135.47 % | 136.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,808 CHF | 339,510 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 134.38 % | 135.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,437 CHF | 340,148 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 134.49 % | 135.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,338 CHF | 339,038 CHF | 99.10% | 99.10% |
05/07/2024 | 0.80% | 134.07 % | 135.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,891 CHF | 339,591 CHF | 99.98% | 99.98% |
04/07/2024 | 0.80% | 134.81 % | 135.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 336,391 CHF | 339,091 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 134.25 % | 135.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,558 CHF | 338,258 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 134.02 % | 135.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 333,404 CHF | 336,081 CHF | 100.00% | 100.00% |