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% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,035 CHF | 252,035 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,568 CHF | 251,568 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,355 CHF | 251,355 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,119 CHF | 251,119 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,119 CHF | 251,119 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,051 CHF | 251,051 CHF | 99.19% | 99.19% |
05/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,999 CHF | 250,999 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,020 CHF | 251,020 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,003 CHF | 251,003 CHF | 99.79% | 99.79% |
02/07/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,920 CHF | 250,920 CHF | 100.00% | 100.00% |