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% | 112.58 % | 113.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,879 CHF | 284,141 CHF | 88.68% | 88.68% |
12/07/2024 | 0.80% | 110.27 % | 111.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,195 CHF | 276,395 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 107.34 % | 108.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,633 CHF | 270,790 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 105.80 % | 106.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,566 CHF | 261,648 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,420 CHF | 257,473 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,033 CHF | 253,052 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,307 CHF | 255,342 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,482 CHF | 250,482 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,155 CHF | 256,197 CHF | 99.07% | 99.07% |
02/07/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,828 CHF | 256,877 CHF | 99.99% | 99.99% |