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 | 0.60% | 99.70 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,236 CHF | 250,736 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 99.69 % | 100.29 % | 250,000 | 250,000 | 249,997 | 250,000 | 249,216 CHF | 250,719 CHF | 78.49% | 78.49% |
11/07/2024 | 0.60% | 99.68 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,167 CHF | 250,667 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 99.65 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,130 CHF | 250,630 CHF | 94.72% | 94.72% |
09/07/2024 | 0.60% | 99.64 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,100 CHF | 250,600 CHF | 97.77% | 97.77% |
08/07/2024 | 0.60% | 99.63 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,096 CHF | 250,596 CHF | 99.78% | 99.78% |
05/07/2024 | 0.60% | 99.64 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,075 CHF | 250,575 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 99.62 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,051 CHF | 250,551 CHF | 98.27% | 98.27% |
03/07/2024 | 0.60% | 99.60 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,963 CHF | 250,463 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 99.59 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,977 CHF | 250,477 CHF | 100.00% | 100.00% |