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% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,460 CHF | 247,460 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,441 CHF | 247,441 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,473 CHF | 247,473 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,552 CHF | 253,576 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,846 CHF | 251,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,835 CHF | 252,854 CHF | 99.18% | 99.18% |
05/07/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,609 CHF | 252,626 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,802 CHF | 252,827 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,674 CHF | 251,677 CHF | 99.94% | 99.94% |
02/07/2024 | 0.81% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,377 CHF | 249,377 CHF | 100.00% | 100.00% |