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% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,834 CHF | 251,834 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,449 CHF | 252,457 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,115 CHF | 252,115 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,109 CHF | 251,109 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,216 CHF | 251,216 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,284 CHF | 250,284 CHF | 99.44% | 99.44% |
05/07/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,241 CHF | 250,241 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,154 CHF | 250,154 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,799 CHF | 249,799 CHF | 99.85% | 99.85% |
02/07/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,115 CHF | 248,115 CHF | 100.00% | 100.00% |