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% | 99.89 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,874 CHF | 251,874 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,593 CHF | 251,593 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,700 CHF | 251,700 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,158 CHF | 251,158 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,263 CHF | 251,263 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,945 CHF | 250,945 CHF | 99.49% | 99.49% |
05/07/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,244 CHF | 250,244 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.33 % | 100.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,317 CHF | 250,317 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,519 CHF | 249,519 CHF | 99.91% | 99.91% |
02/07/2024 | 0.81% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,388 CHF | 249,388 CHF | 100.00% | 100.00% |