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% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,841 CHF | 251,841 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,800 CHF | 252,823 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,145 CHF | 252,153 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,006 CHF | 251,006 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,019 CHF | 251,019 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,136 CHF | 251,136 CHF | 99.51% | 99.51% |
05/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,978 CHF | 250,978 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,176 CHF | 249,176 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,195 CHF | 247,195 CHF | 99.90% | 99.90% |
02/07/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,927 CHF | 246,927 CHF | 100.00% | 100.00% |