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% | 125.80 % | 126.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 317,251 CHF | 319,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 126.39 % | 127.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 314,823 CHF | 317,350 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 127.33 % | 128.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 318,496 CHF | 321,054 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 126.93 % | 127.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 314,724 CHF | 317,254 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 124.35 % | 125.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 312,117 CHF | 314,624 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 123.76 % | 124.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,709 CHF | 314,212 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 120.86 % | 121.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 304,444 CHF | 306,890 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 121.73 % | 122.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,797 CHF | 306,239 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 118.84 % | 119.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,615 CHF | 298,998 CHF | 98.48% | 98.48% |
02/07/2024 | 0.80% | 121.62 % | 122.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,643 CHF | 304,066 CHF | 99.98% | 99.98% |