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% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,748 CHF | 248,748 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,102 CHF | 249,102 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,948 CHF | 249,948 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,737 CHF | 250,737 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,991 CHF | 250,991 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,400 CHF | 251,400 CHF | 99.36% | 99.36% |
05/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,349 CHF | 251,349 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,286 CHF | 251,286 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,961 CHF | 250,961 CHF | 99.76% | 99.76% |
02/07/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,631 CHF | 249,631 CHF | 100.00% | 100.00% |