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% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,571 CHF | 250,571 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,511 CHF | 250,511 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,854 CHF | 249,854 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,028 CHF | 249,028 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,069 CHF | 249,069 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,271 CHF | 249,271 CHF | 99.33% | 99.33% |
05/07/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,254 CHF | 249,254 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,168 CHF | 249,168 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,037 CHF | 249,037 CHF | 99.85% | 99.85% |
02/07/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,264 CHF | 248,264 CHF | 100.00% | 100.00% |