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% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,078 CHF | 246,078 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,577 CHF | 245,577 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,612 CHF | 244,612 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,734 CHF | 242,734 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.76 % | 96.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,144 CHF | 242,144 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,709 CHF | 241,709 CHF | 99.34% | 99.34% |
05/07/2024 | 0.83% | 95.79 % | 96.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,537 CHF | 242,537 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.12 % | 96.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,549 CHF | 241,549 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,492 CHF | 243,492 CHF | 99.76% | 99.76% |
02/07/2024 | 0.82% | 96.98 % | 97.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,859 CHF | 243,859 CHF | 100.00% | 100.00% |