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% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,243 CHF | 252,244 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,782 CHF | 251,782 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,806 CHF | 250,806 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,974 CHF | 250,974 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,331 CHF | 251,331 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,952 CHF | 252,974 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,422 CHF | 252,425 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,921 CHF | 251,921 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,166 CHF | 252,166 CHF | 99.87% | 99.87% |
02/07/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,503 CHF | 252,517 CHF | 100.00% | 100.00% |