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 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,790 CHF | 243,790 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,709 CHF | 243,709 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,248 CHF | 246,248 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.37 % | 98.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,237 CHF | 245,237 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.76 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,062 CHF | 245,062 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 248,000 | 250,000 | 248,001 | 242,746 CHF | 242,790 CHF | 99.37% | 99.37% |
05/07/2024 | 0.83% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,887 CHF | 241,887 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.76 % | 96.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,498 CHF | 241,498 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,286 CHF | 243,286 CHF | 99.81% | 99.81% |
02/07/2024 | 0.83% | 95.92 % | 96.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,962 CHF | 241,962 CHF | 100.00% | 100.00% |