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% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,783 CHF | 249,783 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,120 CHF | 251,120 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,127 CHF | 250,127 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,622 CHF | 248,622 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,559 CHF | 248,559 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.69 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,884 CHF | 248,884 CHF | 99.77% | 99.77% |
05/07/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,582 CHF | 248,582 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,777 CHF | 246,777 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,862 CHF | 244,862 CHF | 99.62% | 99.62% |
02/07/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,379 CHF | 244,379 CHF | 100.00% | 100.00% |