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% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,509 CHF | 252,521 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 240,000 | 250,000 | 248,701 | 250,082 CHF | 250,772 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,336 CHF | 252,341 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 245,000 | 250,000 | 249,669 | 249,612 CHF | 251,279 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,321 CHF | 251,321 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,629 CHF | 250,629 CHF | 99.67% | 99.67% |
05/07/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,723 CHF | 249,723 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 245,000 | 250,000 | 247,153 | 247,652 CHF | 246,808 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,710 CHF | 251,710 CHF | 99.64% | 99.64% |
02/07/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,783 CHF | 249,783 CHF | 99.98% | 99.98% |