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% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,433 CHF | 249,433 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,057 CHF | 249,057 CHF | 78.49% | 78.49% |
11/07/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,738 CHF | 248,738 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,267 CHF | 248,267 CHF | 94.72% | 94.72% |
09/07/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,150 CHF | 248,150 CHF | 97.74% | 97.74% |
08/07/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,014 CHF | 248,014 CHF | 99.79% | 99.79% |
05/07/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,954 CHF | 247,954 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,767 CHF | 247,767 CHF | 98.27% | 98.27% |
03/07/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,479 CHF | 248,479 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,549 CHF | 248,549 CHF | 100.00% | 100.00% |