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% | 97.88 % | 98.68 % | 250,000 | 240,000 | 250,000 | 247,539 | 245,924 CHF | 245,491 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,728 CHF | 246,728 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,591 CHF | 245,591 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,900 CHF | 245,900 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.60 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,280 CHF | 246,280 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,412 CHF | 246,412 CHF | 99.39% | 99.39% |
05/07/2024 | 0.82% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,702 CHF | 245,702 CHF | 99.99% | 99.99% |
04/07/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,924 CHF | 244,924 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,906 CHF | 245,906 CHF | 99.75% | 99.75% |
02/07/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,340 CHF | 246,340 CHF | 100.00% | 100.00% |