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% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,066 CHF | 251,066 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,406 CHF | 251,406 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,597 CHF | 251,597 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,701 CHF | 251,701 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,759 CHF | 250,759 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,766 CHF | 250,766 CHF | 99.78% | 99.78% |
05/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,257 CHF | 250,257 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,847 CHF | 249,847 CHF | 76.06% | 76.06% |
03/07/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,393 CHF | 248,393 CHF | 99.84% | 99.84% |
02/07/2024 | 0.81% | 98.26 % | 99.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,955 CHF | 247,955 CHF | 100.00% | 100.00% |