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% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,554 CHF | 249,554 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,620 CHF | 249,620 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,849 CHF | 249,849 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,648 CHF | 249,648 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,764 CHF | 249,764 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,478 CHF | 250,478 CHF | 99.28% | 99.28% |
05/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,462 CHF | 250,462 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,560 CHF | 250,560 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,547 CHF | 250,547 CHF | 99.58% | 99.58% |
02/07/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,648 CHF | 250,648 CHF | 100.00% | 100.00% |