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 | 0.82% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,235 CHF | 246,235 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,445 CHF | 245,445 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.43 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,850 CHF | 245,850 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,858 CHF | 243,858 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,018 CHF | 245,018 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,801 CHF | 242,801 CHF | 99.67% | 99.67% |
05/07/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,926 CHF | 242,926 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.16 % | 96.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,368 CHF | 242,368 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.11 % | 96.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,698 CHF | 242,698 CHF | 99.89% | 99.89% |
02/07/2024 | 0.83% | 96.32 % | 97.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,318 CHF | 243,318 CHF | 100.00% | 100.00% |