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% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,906 CHF | 250,906 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,902 CHF | 250,902 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,834 CHF | 250,834 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,801 CHF | 250,801 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,628 CHF | 251,628 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,891 CHF | 251,895 CHF | 99.45% | 99.45% |
05/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,031 CHF | 251,031 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,678 CHF | 250,678 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,890 CHF | 250,890 CHF | 99.94% | 99.94% |
02/07/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,509 CHF | 250,509 CHF | 100.00% | 100.00% |