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% | 169.28 % | 170.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 423,549 CHF | 426,952 CHF | 88.42% | 88.42% |
12/07/2024 | 0.80% | 164.37 % | 165.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 405,915 CHF | 409,177 CHF | 98.56% | 98.56% |
11/07/2024 | 0.80% | 156.73 % | 157.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 391,848 CHF | 394,996 CHF | 99.98% | 99.98% |
10/07/2024 | 0.80% | 151.93 % | 153.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 364,530 CHF | 367,459 CHF | 97.53% | 97.53% |
09/07/2024 | 0.80% | 139.80 % | 140.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 354,010 CHF | 356,855 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 136.56 % | 137.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 342,021 CHF | 344,770 CHF | 99.93% | 99.93% |
05/07/2024 | 0.80% | 136.82 % | 137.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 350,662 CHF | 353,478 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 135.85 % | 136.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,393 CHF | 338,087 CHF | 80.46% | 80.46% |
03/07/2024 | 0.80% | 141.52 % | 142.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 357,794 CHF | 360,667 CHF | 96.47% | 96.47% |
02/07/2024 | 0.80% | 145.75 % | 146.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 361,833 CHF | 364,739 CHF | 95.08% | 95.08% |