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% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,700 CHF | 251,700 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,444 CHF | 251,444 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,458 CHF | 251,458 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,323 CHF | 251,323 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,200 CHF | 251,200 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,473 CHF | 251,473 CHF | 98.90% | 98.90% |
05/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,165 CHF | 251,165 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,285 CHF | 251,285 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,902 CHF | 250,902 CHF | 99.83% | 99.83% |
02/07/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,872 CHF | 254,897 CHF | 100.00% | 100.00% |