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% | 98.10 % | 98.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,371 CHF | 247,371 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.26 % | 99.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,617 CHF | 247,617 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,204 CHF | 247,204 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,349 CHF | 251,349 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,016 CHF | 249,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,676 CHF | 250,676 CHF | 99.84% | 99.84% |
05/07/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,888 CHF | 250,888 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,178 CHF | 251,178 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,022 CHF | 250,022 CHF | 99.71% | 99.71% |
02/07/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,228 CHF | 247,228 CHF | 100.00% | 100.00% |