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% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,901 CHF | 245,901 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,298 CHF | 246,298 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.45 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,519 CHF | 243,519 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.26 % | 97.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,513 CHF | 242,513 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.33 % | 96.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,451 CHF | 242,451 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.78 % | 97.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,986 CHF | 243,986 CHF | 99.72% | 99.72% |
05/07/2024 | 0.82% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,279 CHF | 244,279 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,289 CHF | 243,289 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.08 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,288 CHF | 241,288 CHF | 99.77% | 99.77% |
02/07/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,471 CHF | 239,471 CHF | 100.00% | 100.00% |