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% | 97.31 % | 98.11 % | 250,000 | 245,000 | 250,000 | 248,337 | 244,006 CHF | 244,370 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,069 CHF | 243,069 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,454 CHF | 243,454 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.47 % | 97.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,590 CHF | 242,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.95 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,427 CHF | 244,427 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 96.85 % | 97.65 % | 250,000 | 245,000 | 250,000 | 245,019 | 238,138 CHF | 235,354 CHF | 99.66% | 99.66% |
05/07/2024 | 0.84% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,632 CHF | 238,632 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,231 CHF | 238,231 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,156 CHF | 237,156 CHF | 99.92% | 99.92% |
02/07/2024 | 0.86% | 94.13 % | 94.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,447 CHF | 233,447 CHF | 100.00% | 100.00% |