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% | 97.22 % | 98.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,212 CHF | 245,212 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.43 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,254 CHF | 245,254 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,586 CHF | 243,586 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.51 % | 97.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,117 CHF | 243,117 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.02 % | 96.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,036 CHF | 243,036 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,285 CHF | 247,285 CHF | 99.62% | 99.62% |
05/07/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,623 CHF | 247,623 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,601 CHF | 247,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,804 CHF | 245,804 CHF | 99.92% | 99.92% |
02/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,056 CHF | 245,056 CHF | 100.00% | 100.00% |