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% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,715 CHF | 251,715 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,394 CHF | 251,394 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,060 CHF | 251,060 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,498 CHF | 250,498 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,406 CHF | 250,406 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,230 CHF | 250,230 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,374 CHF | 250,374 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,156 CHF | 250,156 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,643 CHF | 250,643 CHF | 99.88% | 99.88% |
02/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,608 CHF | 250,608 CHF | 100.00% | 100.00% |