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 | 0.82% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,189 CHF | 244,189 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,495 CHF | 243,495 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.11 % | 97.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,570 CHF | 245,570 CHF | 98.82% | 98.82% |
10/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,177 CHF | 251,177 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,663 CHF | 250,663 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,135 CHF | 250,135 CHF | 99.86% | 99.86% |
05/07/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,702 CHF | 249,702 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,539 CHF | 249,539 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,604 CHF | 248,604 CHF | 99.90% | 99.90% |
02/07/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,367 CHF | 247,367 CHF | 100.00% | 100.00% |