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% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,710 CHF | 250,710 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,241 CHF | 251,241 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,569 CHF | 248,569 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,168 CHF | 249,168 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,229 CHF | 252,231 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,785 CHF | 254,809 CHF | 99.64% | 99.64% |
05/07/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,646 CHF | 254,671 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.75 % | 101.56 % | 240,000 | 250,000 | 241,707 | 250,000 | 243,563 CHF | 253,945 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,354 CHF | 254,379 CHF | 99.82% | 99.82% |
02/07/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,036 CHF | 254,061 CHF | 100.00% | 100.00% |