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% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,238 CHF | 251,238 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,436 CHF | 251,436 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,035 CHF | 251,035 CHF | 99.93% | 99.93% |
10/07/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,630 CHF | 255,669 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,249 CHF | 255,274 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,903 CHF | 255,952 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,128 CHF | 256,176 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,960 CHF | 256,010 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,944 CHF | 255,993 CHF | 99.96% | 99.96% |
02/07/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,594 CHF | 254,619 CHF | 100.00% | 100.00% |