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% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,935 CHF | 244,935 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,472 CHF | 245,472 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,713 CHF | 243,713 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,089 CHF | 243,089 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.69 % | 96.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,016 CHF | 243,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.91 % | 97.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,524 CHF | 244,524 CHF | 99.11% | 99.11% |
05/07/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,266 CHF | 244,266 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,868 CHF | 242,868 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,028 CHF | 241,028 CHF | 99.86% | 99.86% |
02/07/2024 | 0.84% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,109 CHF | 238,109 CHF | 100.00% | 100.00% |