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% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,881 CHF | 251,881 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,769 CHF | 251,769 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,661 CHF | 251,661 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,266 CHF | 251,266 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,336 CHF | 251,336 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,976 CHF | 250,976 CHF | 99.25% | 99.25% |
05/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,794 CHF | 250,794 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,750 CHF | 250,750 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,426 CHF | 250,426 CHF | 99.85% | 99.85% |
02/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,616 CHF | 250,616 CHF | 100.00% | 100.00% |