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 | 0.75% | 99.14 % | 99.89 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,271 CHF | 199,780 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 99.12 % | 99.87 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,231 CHF | 199,740 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.12 % | 99.87 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,231 CHF | 199,740 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 99.11 % | 99.86 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,211 CHF | 199,720 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.10 % | 99.85 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,191 CHF | 199,700 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.11 % | 99.86 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,211 CHF | 199,720 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.10 % | 99.85 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,191 CHF | 199,700 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 99.09 % | 99.84 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,171 CHF | 199,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.09 % | 99.84 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,171 CHF | 199,680 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 99.08 % | 99.83 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,151 CHF | 199,660 CHF | 100.00% | 100.00% |