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% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,745 CHF | 250,745 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,337 CHF | 250,337 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,151 CHF | 250,151 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,874 CHF | 249,874 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,810 CHF | 249,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,786 CHF | 249,786 CHF | 99.05% | 99.05% |
05/07/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,820 CHF | 249,820 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,734 CHF | 249,734 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,783 CHF | 249,783 CHF | 99.84% | 99.84% |
02/07/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,781 CHF | 249,781 CHF | 100.00% | 100.00% |