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% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,639 CHF | 251,639 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,375 CHF | 251,375 CHF | 78.49% | 78.49% |
11/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,124 CHF | 251,124 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,797 CHF | 250,797 CHF | 94.72% | 94.72% |
09/07/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,701 CHF | 250,701 CHF | 97.74% | 97.74% |
08/07/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,605 CHF | 250,605 CHF | 99.79% | 99.79% |
05/07/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,532 CHF | 250,532 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,374 CHF | 250,374 CHF | 98.27% | 98.27% |
03/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,220 CHF | 252,220 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,298 CHF | 252,298 CHF | 100.00% | 100.00% |