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 | 0.19% | 104.10 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,033 CHF | 260,533 CHF | 99.99% | 99.99% |
12/07/2024 | 0.39% | 102.20 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,918 CHF | 254,918 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 100.30 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,632 CHF | 251,632 CHF | 99.97% | 99.97% |
10/07/2024 | 0.20% | 99.20 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,472 CHF | 244,972 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 96.70 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,656 CHF | 243,156 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 96.00 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,143 CHF | 241,143 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 96.00 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,349 CHF | 243,349 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 96.10 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,710 CHF | 239,210 CHF | 99.46% | 99.46% |
03/07/2024 | 0.20% | 97.50 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,879 CHF | 245,379 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 98.70 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,605 CHF | 246,605 CHF | 100.00% | 100.00% |