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% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,699 CHF | 251,699 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,631 CHF | 250,631 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,494 CHF | 249,494 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,824 CHF | 248,824 CHF | 99.99% | 99.99% |
09/07/2024 | 0.80% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,100 CHF | 250,100 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,631 CHF | 250,631 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,668 CHF | 250,668 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,573 CHF | 250,573 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,125 CHF | 251,125 CHF | 99.66% | 99.66% |
02/07/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,413 CHF | 250,413 CHF | 100.00% | 100.00% |