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% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,661 CHF | 250,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,371 CHF | 250,371 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,488 CHF | 250,488 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,552 CHF | 250,552 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,479 CHF | 250,479 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,773 CHF | 250,773 CHF | 99.60% | 99.60% |
05/07/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,678 CHF | 250,678 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,634 CHF | 250,634 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,600 CHF | 250,600 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,031 CHF | 250,031 CHF | 100.00% | 100.00% |