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% | 114.18 % | 115.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,554 CHF | 288,854 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 114.28 % | 115.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,456 CHF | 287,755 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 114.40 % | 115.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,437 CHF | 288,737 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 114.17 % | 115.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,562 CHF | 286,844 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 113.56 % | 114.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 284,224 CHF | 286,502 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 113.38 % | 114.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 283,081 CHF | 285,355 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 112.08 % | 112.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,827 CHF | 283,077 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 112.39 % | 113.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,953 CHF | 283,203 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 111.83 % | 112.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,591 CHF | 281,841 CHF | 99.89% | 99.89% |
02/07/2024 | 0.80% | 112.78 % | 113.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,318 CHF | 283,576 CHF | 100.00% | 100.00% |