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% | 111.61 % | 112.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,223 CHF | 281,473 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 111.60 % | 112.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,049 CHF | 281,299 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 111.50 % | 112.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,712 CHF | 280,961 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 111.23 % | 112.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,764 CHF | 279,989 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 110.96 % | 111.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,457 CHF | 279,682 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 111.02 % | 111.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,464 CHF | 279,689 CHF | 99.33% | 99.33% |
05/07/2024 | 0.80% | 110.85 % | 111.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,359 CHF | 279,584 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 111.01 % | 111.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,545 CHF | 279,770 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 110.77 % | 111.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,676 CHF | 278,901 CHF | 99.82% | 99.82% |
02/07/2024 | 0.80% | 110.61 % | 111.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 276,314 CHF | 278,539 CHF | 100.00% | 100.00% |