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% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,082 CHF | 246,082 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,257 CHF | 248,257 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,245 CHF | 249,245 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,407 CHF | 249,407 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,932 CHF | 245,932 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,797 CHF | 246,797 CHF | 99.79% | 99.79% |
05/07/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,232 CHF | 245,232 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,938 CHF | 243,938 CHF | 76.06% | 76.06% |
03/07/2024 | 0.83% | 96.39 % | 97.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,093 CHF | 242,093 CHF | 99.77% | 99.77% |
02/07/2024 | 0.83% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,466 CHF | 242,466 CHF | 100.00% | 100.00% |