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 | 0.83% | 96.21 % | 97.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,580 CHF | 242,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,415 CHF | 242,415 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.12 % | 96.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,270 CHF | 242,270 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.07 % | 96.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,095 CHF | 242,095 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.01 % | 96.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,050 CHF | 242,050 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,973 CHF | 241,973 CHF | 99.67% | 99.67% |
05/07/2024 | 0.83% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,981 CHF | 241,981 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.96 % | 96.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,872 CHF | 241,872 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 95.96 % | 96.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,905 CHF | 241,905 CHF | 99.64% | 99.64% |
02/07/2024 | 0.83% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,913 CHF | 241,913 CHF | 100.00% | 100.00% |