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 | 0.50% | 99.10 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,846 CHF | 249,096 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.27 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,548 CHF | 248,798 CHF | 78.49% | 78.49% |
11/07/2024 | 0.50% | 99.19 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,253 CHF | 249,503 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.28 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,565 CHF | 249,815 CHF | 94.72% | 94.72% |
09/07/2024 | 0.50% | 99.51 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,398 CHF | 250,648 CHF | 97.75% | 97.75% |
08/07/2024 | 0.50% | 99.76 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,548 CHF | 250,798 CHF | 99.79% | 99.79% |
05/07/2024 | 0.50% | 99.81 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,582 CHF | 250,832 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.87 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,661 CHF | 250,911 CHF | 98.26% | 98.26% |
03/07/2024 | 0.50% | 99.77 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,805 CHF | 250,055 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.45 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,426 CHF | 249,676 CHF | 100.00% | 100.00% |