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 | 0.83% | 96.04 % | 96.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,290 CHF | 241,290 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,945 CHF | 242,945 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.57 % | 96.37 % | 250,000 | 150,000 | 250,000 | 234,569 | 238,064 CHF | 225,211 CHF | 92.68% | 92.68% |
10/07/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,565 CHF | 254,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,145 CHF | 257,196 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,497 CHF | 258,555 CHF | 99.68% | 99.68% |
05/07/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,047 CHF | 258,099 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,850 CHF | 257,905 CHF | 94.71% | 94.71% |
03/07/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,789 CHF | 250,792 CHF | 99.96% | 99.96% |
02/07/2024 | 0.82% | 97.43 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,137 CHF | 245,137 CHF | 100.00% | 100.00% |