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% | 113.38 % | 114.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,519 CHF | 286,806 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 113.67 % | 114.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,122 CHF | 286,396 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 113.66 % | 114.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,846 CHF | 287,136 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 113.50 % | 114.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,167 CHF | 285,442 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 113.21 % | 114.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,719 CHF | 285,994 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 113.38 % | 114.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,823 CHF | 285,095 CHF | 99.33% | 99.33% |
05/07/2024 | 0.80% | 112.15 % | 113.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,496 CHF | 282,746 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 112.05 % | 112.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,247 CHF | 282,497 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 111.72 % | 112.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,384 CHF | 281,633 CHF | 99.65% | 99.65% |
02/07/2024 | 0.80% | 112.39 % | 113.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,395 CHF | 282,648 CHF | 100.00% | 100.00% |