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% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,507 CHF | 250,507 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,504 CHF | 250,504 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,444 CHF | 250,444 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,956 CHF | 256,004 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,228 CHF | 256,278 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,968 CHF | 256,016 CHF | 99.46% | 99.46% |
05/07/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,851 CHF | 255,897 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,280 CHF | 255,307 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,606 CHF | 254,631 CHF | 99.69% | 99.69% |
02/07/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,878 CHF | 252,898 CHF | 100.00% | 100.00% |