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% | 99.64 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,425 CHF | 250,675 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.97 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,255 CHF | 250,505 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,158 CHF | 249,408 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 98.94 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,969 CHF | 248,219 CHF | 94.72% | 94.72% |
09/07/2024 | 0.51% | 98.48 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,813 CHF | 248,063 CHF | 97.75% | 97.75% |
08/07/2024 | 0.51% | 98.64 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,849 CHF | 248,099 CHF | 99.79% | 99.79% |
05/07/2024 | 0.50% | 98.78 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,083 CHF | 248,333 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.78 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,471 CHF | 247,721 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 98.84 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,851 CHF | 248,101 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.58 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,800 CHF | 248,050 CHF | 99.98% | 99.98% |