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% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,878 CHF | 247,878 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.10 % | 98.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,414 CHF | 246,414 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,819 CHF | 245,819 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.07 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,636 CHF | 244,636 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,624 CHF | 245,624 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,550 CHF | 245,550 CHF | 99.17% | 99.17% |
05/07/2024 | 0.81% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,868 CHF | 247,868 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,607 CHF | 247,607 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,093 CHF | 247,093 CHF | 99.88% | 99.88% |
02/07/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,989 CHF | 246,989 CHF | 100.00% | 100.00% |