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% | 99.76 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,471 CHF | 251,721 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 100.18 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,029 CHF | 252,279 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 100.80 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,556 CHF | 252,806 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 100.30 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,600 CHF | 251,850 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 100.04 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,754 CHF | 252,004 CHF | 97.77% | 97.77% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,036 CHF | 252,286 CHF | 99.78% | 99.78% |
05/07/2024 | 0.50% | 100.66 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,822 CHF | 253,072 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 100.68 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,603 CHF | 252,853 CHF | 98.25% | 98.25% |
03/07/2024 | 0.50% | 100.18 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,146 CHF | 251,396 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.88 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,763 CHF | 250,013 CHF | 100.00% | 100.00% |