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 | 0.84% | 94.69 % | 95.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,091 CHF | 238,091 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,776 CHF | 248,776 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,820 CHF | 247,820 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,253 CHF | 245,253 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,836 CHF | 245,836 CHF | 99.99% | 99.99% |
08/07/2024 | 0.81% | 97.66 % | 98.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,694 CHF | 246,694 CHF | 99.38% | 99.38% |
05/07/2024 | 0.81% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,259 CHF | 248,259 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,263 CHF | 247,263 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,380 CHF | 246,380 CHF | 99.69% | 99.69% |
02/07/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,664 CHF | 243,664 CHF | 100.00% | 100.00% |