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% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,970 CHF | 248,970 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,740 CHF | 249,740 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,486 CHF | 250,486 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,321 CHF | 253,346 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,171 CHF | 253,196 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,919 CHF | 252,944 CHF | 99.66% | 99.66% |
05/07/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,491 CHF | 252,498 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,280 CHF | 252,280 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,135 CHF | 251,135 CHF | 99.86% | 99.86% |
02/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,589 CHF | 250,589 CHF | 100.00% | 100.00% |