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% | 110.37 % | 111.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,003 CHF | 277,216 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 108.98 % | 109.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,434 CHF | 273,612 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 107.76 % | 108.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,028 CHF | 271,186 CHF | 99.93% | 99.93% |
10/07/2024 | 0.80% | 107.21 % | 108.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,026 CHF | 267,154 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 105.05 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,360 CHF | 265,475 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 104.68 % | 105.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,512 CHF | 263,612 CHF | 99.60% | 99.60% |
05/07/2024 | 0.80% | 104.67 % | 105.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,289 CHF | 265,407 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.63 % | 105.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,844 CHF | 262,942 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 106.29 % | 107.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,256 CHF | 268,394 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 107.30 % | 108.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,162 CHF | 269,308 CHF | 99.99% | 99.99% |