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 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,798 CHF | 244,798 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.12 % | 97.92 % | 240,000 | 250,000 | 246,924 | 250,000 | 239,701 CHF | 244,688 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,441 CHF | 244,441 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.96 % | 97.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,339 CHF | 244,339 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,159 CHF | 244,159 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,452 CHF | 244,452 CHF | 99.67% | 99.67% |
05/07/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,826 CHF | 244,826 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.01 % | 97.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,597 CHF | 244,597 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.06 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,484 CHF | 244,484 CHF | 99.86% | 99.86% |
02/07/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,244 CHF | 244,244 CHF | 100.00% | 100.00% |