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% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,128 CHF | 250,128 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,505 CHF | 250,505 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,508 CHF | 250,508 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,737 CHF | 249,737 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,836 CHF | 249,836 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,960 CHF | 249,960 CHF | 99.41% | 99.41% |
05/07/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,377 CHF | 250,377 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,928 CHF | 249,928 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,380 CHF | 249,380 CHF | 99.84% | 99.84% |
02/07/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,223 CHF | 248,223 CHF | 100.00% | 100.00% |