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% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,413 CHF | 248,413 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,638 CHF | 247,638 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,268 CHF | 247,268 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,947 CHF | 250,947 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,021 CHF | 251,021 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,669 CHF | 250,669 CHF | 99.33% | 99.33% |
05/07/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,449 CHF | 250,449 CHF | 99.99% | 99.99% |
04/07/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,404 CHF | 250,404 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,527 CHF | 250,527 CHF | 99.67% | 99.67% |
02/07/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,051 CHF | 250,051 CHF | 100.00% | 100.00% |