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% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,564 CHF | 250,564 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,889 CHF | 250,889 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,412 CHF | 249,412 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,100 CHF | 249,100 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,348 CHF | 249,348 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,787 CHF | 249,787 CHF | 99.60% | 99.60% |
05/07/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,604 CHF | 249,604 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,661 CHF | 248,661 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,584 CHF | 247,584 CHF | 99.74% | 99.74% |
02/07/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,438 CHF | 246,438 CHF | 100.00% | 100.00% |