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 | 0.50% | 99.73 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,071 CHF | 250,321 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.56 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,680 CHF | 248,930 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.17 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,473 CHF | 249,723 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.31 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,121 CHF | 249,371 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 98.95 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,679 CHF | 249,929 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 98.80 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,085 CHF | 248,335 CHF | 99.79% | 99.79% |
05/07/2024 | 0.51% | 98.54 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,243 CHF | 246,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 97.93 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,848 CHF | 246,098 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 97.77 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,219 CHF | 245,469 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 97.39 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,384 CHF | 244,634 CHF | 100.00% | 100.00% |