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% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,572 CHF | 250,572 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,867 CHF | 250,867 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,284 CHF | 250,284 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,758 CHF | 249,758 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,802 CHF | 249,802 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,102 CHF | 250,102 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,464 CHF | 250,464 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,144 CHF | 250,144 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,881 CHF | 249,881 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,630 CHF | 249,630 CHF | 100.00% | 100.00% |