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 | 0.50% | 99.72 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,862 CHF | 251,112 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.69 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,789 CHF | 250,039 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 100.37 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,738 CHF | 251,988 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.13 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,739 CHF | 250,989 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.40 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,799 CHF | 251,049 CHF | 97.76% | 97.76% |
08/07/2024 | 0.50% | 99.32 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,421 CHF | 250,671 CHF | 99.78% | 99.78% |
05/07/2024 | 0.49% | 100.87 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,478 CHF | 253,728 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.62 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,029 CHF | 255,279 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.58 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,625 CHF | 254,875 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 100.70 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,567 CHF | 252,817 CHF | 100.00% | 100.00% |