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% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,901 CHF | 249,901 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,336 CHF | 249,336 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,763 CHF | 248,763 CHF | 99.98% | 99.98% |
10/07/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,016 CHF | 248,016 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,809 CHF | 247,809 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,321 CHF | 247,321 CHF | 99.67% | 99.67% |
05/07/2024 | 0.81% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,268 CHF | 247,268 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,090 CHF | 247,090 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,396 CHF | 248,396 CHF | 99.66% | 99.66% |
02/07/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,505 CHF | 248,505 CHF | 100.00% | 100.00% |