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% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,819 CHF | 245,819 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,802 CHF | 245,802 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.46 % | 98.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,777 CHF | 243,777 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,090 CHF | 243,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,932 CHF | 242,932 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,244 CHF | 244,244 CHF | 99.73% | 99.73% |
05/07/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,428 CHF | 244,428 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,382 CHF | 243,382 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,494 CHF | 241,494 CHF | 99.78% | 99.78% |
02/07/2024 | 0.84% | 95.07 % | 95.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,891 CHF | 239,891 CHF | 100.00% | 100.00% |