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% | 136.86 % | 137.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 345,650 CHF | 348,426 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 137.02 % | 138.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 341,942 CHF | 344,689 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 137.46 % | 138.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 345,784 CHF | 348,561 CHF | 99.95% | 99.95% |
10/07/2024 | 0.80% | 136.95 % | 138.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 339,606 CHF | 342,334 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 135.22 % | 136.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 339,388 CHF | 342,116 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 134.65 % | 135.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,215 CHF | 337,907 CHF | 99.26% | 99.26% |
05/07/2024 | 0.80% | 130.16 % | 131.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,887 CHF | 330,519 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 131.81 % | 132.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 328,913 CHF | 331,558 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 129.39 % | 130.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 323,486 CHF | 326,082 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 132.31 % | 133.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 328,302 CHF | 330,938 CHF | 100.00% | 100.00% |