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% | 115.15 % | 116.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,064 CHF | 290,381 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 115.24 % | 116.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,666 CHF | 289,969 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 114.99 % | 115.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,513 CHF | 289,813 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 114.71 % | 115.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,537 CHF | 288,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 114.52 % | 115.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,706 CHF | 289,006 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 114.71 % | 115.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,713 CHF | 289,013 CHF | 99.72% | 99.72% |
05/07/2024 | 0.80% | 114.53 % | 115.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,498 CHF | 288,798 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 114.48 % | 115.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,345 CHF | 288,645 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 114.46 % | 115.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,978 CHF | 288,278 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 114.16 % | 115.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,141 CHF | 287,441 CHF | 100.00% | 100.00% |