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% | 99.93 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,918 CHF | 251,168 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.36 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,793 CHF | 252,043 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.92 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,443 CHF | 250,693 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.60 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,768 CHF | 250,018 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.35 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,051 CHF | 250,301 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 99.85 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,600 CHF | 251,850 CHF | 99.79% | 99.79% |
05/07/2024 | 0.50% | 100.29 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,211 CHF | 252,461 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.44 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,862 CHF | 252,112 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 100.19 % | 100.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,386 CHF | 251,636 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.75 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,373 CHF | 250,623 CHF | 100.00% | 100.00% |