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% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,013 CHF | 250,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,793 CHF | 249,793 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.01 % | 99.81 % | 250,000 | 195,000 | 250,000 | 206,324 | 247,207 CHF | 205,684 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,650 CHF | 248,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,228 CHF | 248,228 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,784 CHF | 248,784 CHF | 99.19% | 99.19% |
05/07/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,908 CHF | 248,908 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,604 CHF | 248,604 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,169 CHF | 248,169 CHF | 99.91% | 99.91% |
02/07/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,220 CHF | 247,220 CHF | 100.00% | 100.00% |