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% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,854 CHF | 247,854 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,255 CHF | 247,255 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.07 % | 98.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,815 CHF | 246,815 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,352 CHF | 246,352 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,095 CHF | 246,095 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,970 CHF | 246,970 CHF | 99.67% | 99.67% |
05/07/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,972 CHF | 246,972 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,410 CHF | 246,410 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,501 CHF | 246,501 CHF | 99.67% | 99.67% |
02/07/2024 | 0.82% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,149 CHF | 246,149 CHF | 100.00% | 100.00% |