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% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,743 CHF | 246,743 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,836 CHF | 245,836 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,444 CHF | 246,444 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,016 CHF | 246,016 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,296 CHF | 247,296 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,073 CHF | 248,073 CHF | 99.64% | 99.64% |
05/07/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,369 CHF | 248,369 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,061 CHF | 248,061 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,646 CHF | 246,646 CHF | 99.69% | 99.69% |
02/07/2024 | 0.82% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,837 CHF | 245,837 CHF | 100.00% | 100.00% |