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% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,081 CHF | 248,081 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,440 CHF | 247,440 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,850 CHF | 246,850 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,837 CHF | 245,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,870 CHF | 245,870 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,993 CHF | 245,993 CHF | 99.12% | 99.12% |
05/07/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,023 CHF | 246,023 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.28 % | 98.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,048 CHF | 245,048 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.15 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,653 CHF | 244,653 CHF | 99.81% | 99.81% |
02/07/2024 | 0.83% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,704 CHF | 242,704 CHF | 100.00% | 100.00% |