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% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,720 CHF | 251,720 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,015 CHF | 252,015 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,016 CHF | 252,016 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,789 CHF | 251,789 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,780 CHF | 251,780 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,709 CHF | 251,709 CHF | 99.74% | 99.74% |
05/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,381 CHF | 251,381 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,275 CHF | 251,275 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,051 CHF | 251,051 CHF | 99.79% | 99.79% |
02/07/2024 | 0.80% | 99.56 % | 100.36 % | 249,000 | 250,000 | 249,013 | 250,000 | 247,773 CHF | 250,755 CHF | 100.00% | 100.00% |