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% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,695 CHF | 250,695 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,073 CHF | 252,073 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,830 CHF | 251,830 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,842 CHF | 250,842 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,438 CHF | 251,438 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,292 CHF | 251,292 CHF | 99.76% | 99.76% |
05/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 245,000 | 250,000 | 249,068 | 250,706 CHF | 251,787 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,065 CHF | 253,090 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,083 CHF | 252,088 CHF | 99.06% | 99.06% |
02/07/2024 | 0.81% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,176 CHF | 249,176 CHF | 100.00% | 100.00% |