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% | 117.14 % | 118.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,062 CHF | 295,412 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 117.19 % | 118.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,627 CHF | 294,977 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 116.97 % | 117.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,454 CHF | 294,804 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 116.72 % | 117.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,538 CHF | 293,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 116.53 % | 117.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,671 CHF | 294,021 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 116.73 % | 117.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,668 CHF | 294,018 CHF | 99.22% | 99.22% |
05/07/2024 | 0.80% | 116.51 % | 117.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,409 CHF | 293,759 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 116.44 % | 117.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,245 CHF | 293,593 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 116.46 % | 117.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,907 CHF | 293,234 CHF | 99.74% | 99.74% |
02/07/2024 | 0.80% | 116.15 % | 117.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,155 CHF | 292,480 CHF | 100.00% | 100.00% |