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% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,554 CHF | 250,554 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,306 CHF | 250,306 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,036 CHF | 251,036 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,628 CHF | 252,644 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,236 CHF | 252,236 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,055 CHF | 252,055 CHF | 99.23% | 99.23% |
05/07/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,908 CHF | 251,908 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,707 CHF | 251,707 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,881 CHF | 250,881 CHF | 99.61% | 99.61% |
02/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,458 CHF | 250,458 CHF | 100.00% | 100.00% |