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% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,078 CHF | 244,078 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,944 CHF | 243,944 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,609 CHF | 243,609 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.42 % | 97.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,523 CHF | 242,523 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.08 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,575 CHF | 242,575 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,593 CHF | 242,593 CHF | 99.67% | 99.67% |
05/07/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,585 CHF | 242,585 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,146 CHF | 242,146 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,938 CHF | 241,938 CHF | 99.86% | 99.86% |
02/07/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,255 CHF | 241,255 CHF | 100.00% | 100.00% |