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% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,945 CHF | 250,945 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,916 CHF | 250,916 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,883 CHF | 251,884 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,856 CHF | 252,875 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,858 CHF | 252,875 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,326 CHF | 253,350 CHF | 99.00% | 99.00% |
05/07/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,035 CHF | 252,036 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,167 CHF | 250,167 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,137 CHF | 250,137 CHF | 99.91% | 99.91% |
02/07/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,087 CHF | 248,087 CHF | 100.00% | 100.00% |