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 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,998 CHF | 247,998 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,011 CHF | 247,011 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.98 % | 97.78 % | 250,000 | 225,000 | 250,000 | 245,228 | 243,465 CHF | 240,781 CHF | 68.12% | 68.12% |
10/07/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,150 CHF | 241,150 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,053 CHF | 241,053 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,068 CHF | 243,068 CHF | 99.60% | 99.60% |
05/07/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,768 CHF | 240,768 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.05 % | 95.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,775 CHF | 239,775 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 95.06 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,037 CHF | 241,037 CHF | 99.78% | 99.78% |
02/07/2024 | 0.83% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,925 CHF | 241,925 CHF | 100.00% | 100.00% |