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% | 135.14 % | 136.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,752 CHF | 340,465 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 135.08 % | 136.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,722 CHF | 340,440 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 135.07 % | 136.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,636 CHF | 340,336 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 134.96 % | 136.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,294 CHF | 339,994 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 134.97 % | 136.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,402 CHF | 340,102 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 135.07 % | 136.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,620 CHF | 340,320 CHF | 99.55% | 99.55% |
05/07/2024 | 0.80% | 135.06 % | 136.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,686 CHF | 340,386 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 135.04 % | 136.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,566 CHF | 340,266 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 134.82 % | 135.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,046 CHF | 339,746 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 134.84 % | 135.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 337,033 CHF | 339,733 CHF | 100.00% | 100.00% |