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 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,572 CHF | 249,572 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,951 CHF | 248,951 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 225,000 | 250,000 | 228,581 | 245,740 CHF | 226,508 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,406 CHF | 247,406 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,406 CHF | 247,406 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,362 CHF | 248,362 CHF | 99.27% | 99.27% |
05/07/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,105 CHF | 248,105 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,050 CHF | 248,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,283 CHF | 247,283 CHF | 99.80% | 99.80% |
02/07/2024 | 0.82% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,186 CHF | 246,186 CHF | 100.00% | 100.00% |