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% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,107 CHF | 250,107 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,883 CHF | 249,883 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,738 CHF | 249,738 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,332 CHF | 249,332 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,437 CHF | 249,437 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,357 CHF | 249,357 CHF | 98.97% | 98.97% |
05/07/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,499 CHF | 249,499 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,089 CHF | 249,089 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,731 CHF | 248,731 CHF | 99.80% | 99.80% |
02/07/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,767 CHF | 247,767 CHF | 100.00% | 100.00% |