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 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,382 CHF | 249,382 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,137 CHF | 252,137 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,955 CHF | 251,955 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,673 CHF | 251,673 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,210 CHF | 251,210 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,334 CHF | 251,334 CHF | 99.11% | 99.11% |
05/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,052 CHF | 251,052 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,895 CHF | 250,895 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,600 CHF | 250,600 CHF | 99.95% | 99.95% |
02/07/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,495 CHF | 250,495 CHF | 100.00% | 100.00% |