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% | 123.17 % | 124.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,438 CHF | 311,925 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 123.35 % | 124.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,008 CHF | 310,483 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 123.06 % | 124.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 308,313 CHF | 310,788 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 122.59 % | 123.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 305,006 CHF | 307,456 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 121.49 % | 122.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 304,149 CHF | 306,596 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 121.63 % | 122.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 303,732 CHF | 306,175 CHF | 99.17% | 99.17% |
05/07/2024 | 0.80% | 120.03 % | 120.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,108 CHF | 303,529 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 120.72 % | 121.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 301,817 CHF | 304,241 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 119.86 % | 120.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 299,031 CHF | 301,431 CHF | 99.68% | 99.68% |
02/07/2024 | 0.80% | 120.20 % | 121.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,961 CHF | 301,363 CHF | 100.00% | 100.00% |