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% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,985 CHF | 250,985 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,044 CHF | 251,044 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,529 CHF | 250,529 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,130 CHF | 250,130 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,333 CHF | 250,333 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,887 CHF | 250,887 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,565 CHF | 253,590 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,488 CHF | 253,513 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,038 CHF | 253,063 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,870 CHF | 252,893 CHF | 100.00% | 100.00% |