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% | 99.20 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,177 CHF | 249,427 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.21 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,222 CHF | 250,472 CHF | 78.75% | 78.75% |
11/07/2024 | 0.51% | 99.74 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,824 CHF | 248,074 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 97.88 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,201 CHF | 245,451 CHF | 94.74% | 94.74% |
09/07/2024 | 0.51% | 96.30 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,664 CHF | 243,914 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 98.89 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,140 CHF | 249,390 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 99.91 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,366 CHF | 252,616 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.45 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,243 CHF | 252,493 CHF | 98.27% | 98.27% |
03/07/2024 | 0.50% | 100.45 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,215 CHF | 251,465 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.92 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,005 CHF | 247,255 CHF | 100.00% | 100.00% |