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% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,893 CHF | 249,893 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,240 CHF | 249,240 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,638 CHF | 248,638 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,581 CHF | 247,581 CHF | 99.99% | 99.99% |
09/07/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,289 CHF | 247,289 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,885 CHF | 246,885 CHF | 99.89% | 99.89% |
05/07/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,309 CHF | 247,309 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 97.94 % | 98.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,548 CHF | 246,548 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,783 CHF | 247,783 CHF | 99.67% | 99.67% |
02/07/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,853 CHF | 247,853 CHF | 100.00% | 100.00% |