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% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,638 CHF | 250,638 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,716 CHF | 250,716 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,881 CHF | 250,881 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,225 CHF | 250,225 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,591 CHF | 250,591 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,859 CHF | 250,859 CHF | 99.87% | 99.87% |
05/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,552 CHF | 251,552 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,725 CHF | 251,725 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,749 CHF | 250,749 CHF | 99.95% | 99.95% |
02/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,008 CHF | 250,008 CHF | 100.00% | 100.00% |