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% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,044 CHF | 249,044 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,798 CHF | 248,798 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,574 CHF | 249,574 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,782 CHF | 249,782 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,719 CHF | 249,719 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,822 CHF | 249,822 CHF | 99.43% | 99.43% |
05/07/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,829 CHF | 249,829 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,545 CHF | 249,545 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,622 CHF | 249,622 CHF | 99.96% | 99.96% |
02/07/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,999 CHF | 248,999 CHF | 100.00% | 100.00% |