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% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,764 CHF | 251,764 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,037 CHF | 251,037 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,120 CHF | 251,120 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,457 CHF | 250,457 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,322 CHF | 250,322 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,573 CHF | 250,573 CHF | 99.69% | 99.69% |
05/07/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,203 CHF | 250,203 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,027 CHF | 249,027 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,584 CHF | 248,584 CHF | 99.80% | 99.80% |
02/07/2024 | 0.82% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,435 CHF | 245,435 CHF | 100.00% | 100.00% |