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 | 0.75% | 99.90 % | 100.65 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,800 CHF | 199,287 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 100.01 % | 100.76 % | 199,000 | 198,000 | 199,859 | 198,000 | 199,779 CHF | 199,406 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.97 % | 100.72 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,875 CHF | 199,362 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,720 CHF | 199,208 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,720 CHF | 199,208 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.91 % | 100.66 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,820 CHF | 199,307 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,720 CHF | 199,208 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 99.88 % | 100.63 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,760 CHF | 199,247 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.84 % | 100.59 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,680 CHF | 199,168 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 99.91 % | 100.66 % | 200,000 | 198,000 | 200,000 | 198,000 | 199,762 CHF | 199,250 CHF | 99.99% | 99.99% |