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% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,872 CHF | 249,872 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,912 CHF | 245,912 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.64 % | 97.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,454 CHF | 243,454 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,923 CHF | 238,923 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,596 CHF | 237,596 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,832 CHF | 235,832 CHF | 99.80% | 99.80% |
05/07/2024 | 0.85% | 93.54 % | 94.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,497 CHF | 237,497 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 93.42 % | 94.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,518 CHF | 234,518 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 94.54 % | 95.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,196 CHF | 239,196 CHF | 99.06% | 99.06% |
02/07/2024 | 0.84% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,920 CHF | 239,920 CHF | 100.00% | 100.00% |