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 | 0.70% | 99.68 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,001 CHF | 250,751 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 99.46 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,663 CHF | 250,413 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.48 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,550 CHF | 250,300 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 99.34 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,269 CHF | 250,019 CHF | 94.74% | 94.74% |
09/07/2024 | 0.70% | 99.29 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,271 CHF | 250,021 CHF | 97.77% | 97.77% |
08/07/2024 | 0.70% | 99.37 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,402 CHF | 250,152 CHF | 99.78% | 99.78% |
05/07/2024 | 0.70% | 99.37 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,653 CHF | 250,403 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.51 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,713 CHF | 250,463 CHF | 98.27% | 98.27% |
03/07/2024 | 0.70% | 99.35 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,391 CHF | 250,141 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 99.27 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,363 CHF | 250,113 CHF | 100.00% | 100.00% |