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% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,263 CHF | 247,263 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,608 CHF | 246,608 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 97.75 % | 98.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,644 CHF | 246,644 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,167 CHF | 246,167 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,447 CHF | 246,447 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,662 CHF | 247,662 CHF | 99.88% | 99.88% |
05/07/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,562 CHF | 247,562 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,362 CHF | 245,362 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,219 CHF | 244,219 CHF | 99.59% | 99.59% |
02/07/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,594 CHF | 242,594 CHF | 100.00% | 100.00% |