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 | 0.81% | 98.75 % | 99.55 % | 250,000 | 180,000 | 250,000 | 191,564 | 247,129 CHF | 190,878 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,243 CHF | 248,243 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,471 CHF | 247,471 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,410 CHF | 246,410 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.37 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,070 CHF | 246,070 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,162 CHF | 245,162 CHF | 99.34% | 99.34% |
05/07/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,329 CHF | 245,329 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,716 CHF | 244,716 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,808 CHF | 246,808 CHF | 99.80% | 99.80% |
02/07/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,070 CHF | 247,070 CHF | 100.00% | 100.00% |