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% | 119.54 % | 120.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 298,985 CHF | 301,385 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 118.87 % | 119.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,916 CHF | 299,297 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 118.86 % | 119.81 % | 245,000 | 250,000 | 249,416 | 250,000 | 297,084 CHF | 300,171 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 118.45 % | 119.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,453 CHF | 297,829 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 118.61 % | 119.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,832 CHF | 299,212 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 118.12 % | 119.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,255 CHF | 296,623 CHF | 99.10% | 99.10% |
05/07/2024 | 0.80% | 115.90 % | 116.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,033 CHF | 293,372 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 116.98 % | 117.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,626 CHF | 293,971 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 115.16 % | 116.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,190 CHF | 289,499 CHF | 99.84% | 99.84% |
02/07/2024 | 0.80% | 115.68 % | 116.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,643 CHF | 289,954 CHF | 100.00% | 100.00% |