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% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,003 CHF | 252,005 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,448 CHF | 251,448 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,008 CHF | 251,008 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,258 CHF | 250,258 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,580 CHF | 250,580 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,523 CHF | 250,523 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,618 CHF | 250,618 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,627 CHF | 250,627 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,129 CHF | 250,129 CHF | 99.60% | 99.60% |
02/07/2024 | 0.81% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,269 CHF | 249,269 CHF | 100.00% | 100.00% |