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% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,902 CHF | 248,902 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,591 CHF | 248,591 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,315 CHF | 248,315 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,540 CHF | 247,540 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,521 CHF | 247,521 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,391 CHF | 247,391 CHF | 99.46% | 99.46% |
05/07/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,277 CHF | 247,277 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,300 CHF | 247,300 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,686 CHF | 246,686 CHF | 99.94% | 99.94% |
02/07/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,645 CHF | 246,645 CHF | 100.00% | 100.00% |