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% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,131 CHF | 249,131 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,671 CHF | 249,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,699 CHF | 249,699 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,659 CHF | 248,659 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,137 CHF | 249,137 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,724 CHF | 250,724 CHF | 99.91% | 99.91% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,396 CHF | 250,396 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,878 CHF | 248,878 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,008 CHF | 247,008 CHF | 99.97% | 99.97% |
02/07/2024 | 0.82% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,483 CHF | 243,483 CHF | 100.00% | 100.00% |