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% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,005 CHF | 250,005 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,890 CHF | 249,890 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,911 CHF | 249,911 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,719 CHF | 249,719 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,459 CHF | 249,459 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,696 CHF | 249,696 CHF | 99.29% | 99.29% |
05/07/2024 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,277 CHF | 249,277 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,107 CHF | 249,107 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,664 CHF | 248,664 CHF | 99.84% | 99.84% |
02/07/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,942 CHF | 247,942 CHF | 100.00% | 100.00% |