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% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,868 CHF | 247,868 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,485 CHF | 247,485 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,502 CHF | 248,502 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,449 CHF | 251,449 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,094 CHF | 251,094 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,802 CHF | 250,802 CHF | 99.22% | 99.22% |
05/07/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,542 CHF | 250,542 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,584 CHF | 250,584 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,053 CHF | 250,053 CHF | 99.92% | 99.92% |
02/07/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,919 CHF | 248,919 CHF | 100.00% | 100.00% |