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% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,047 CHF | 249,047 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,996 CHF | 248,996 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,848 CHF | 248,848 CHF | 99.93% | 99.93% |
10/07/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,503 CHF | 248,503 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,577 CHF | 248,577 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,231 CHF | 248,231 CHF | 99.38% | 99.38% |
05/07/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,112 CHF | 248,112 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,968 CHF | 247,968 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,800 CHF | 247,800 CHF | 99.67% | 99.67% |
02/07/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,639 CHF | 246,639 CHF | 100.00% | 100.00% |