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% | 150.69 % | 151.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 376,872 CHF | 379,898 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 151.97 % | 153.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 379,145 CHF | 382,192 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 150.76 % | 151.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 376,787 CHF | 379,812 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 150.17 % | 151.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 374,220 CHF | 377,224 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 148.45 % | 149.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 373,183 CHF | 376,178 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 151.57 % | 152.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 380,449 CHF | 383,503 CHF | 99.90% | 99.90% |
05/07/2024 | 0.80% | 151.05 % | 152.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 380,871 CHF | 383,928 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 153.37 % | 154.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 382,352 CHF | 385,424 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 150.65 % | 151.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 375,891 CHF | 378,912 CHF | 99.70% | 99.70% |
02/07/2024 | 0.80% | 148.98 % | 150.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 372,137 CHF | 375,126 CHF | 100.00% | 100.00% |