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% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,770 CHF | 248,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,613 CHF | 248,613 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,839 CHF | 246,839 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,057 CHF | 245,057 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,966 CHF | 245,966 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.15 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,142 CHF | 245,142 CHF | 99.93% | 99.93% |
05/07/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,621 CHF | 245,621 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,388 CHF | 245,388 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,117 CHF | 244,117 CHF | 99.68% | 99.68% |
02/07/2024 | 0.83% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,211 CHF | 242,211 CHF | 100.00% | 100.00% |