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% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,823 CHF | 246,823 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.11 % | 99.91 % | 220,000 | 250,000 | 237,691 | 250,000 | 232,855 CHF | 246,865 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,305 CHF | 248,305 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,505 CHF | 249,505 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,280 CHF | 249,280 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,528 CHF | 250,528 CHF | 99.56% | 99.56% |
05/07/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,934 CHF | 248,934 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,346 CHF | 246,346 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.83 % | 98.63 % | 250,000 | 220,000 | 250,000 | 239,961 | 243,079 CHF | 235,206 CHF | 99.66% | 99.66% |
02/07/2024 | 0.83% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,539 CHF | 240,539 CHF | 100.00% | 100.00% |