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% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,058 CHF | 250,058 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,041 CHF | 250,041 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,932 CHF | 248,932 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,057 CHF | 248,057 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,173 CHF | 248,173 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,489 CHF | 248,489 CHF | 99.83% | 99.83% |
05/07/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,335 CHF | 248,335 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,391 CHF | 248,391 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,194 CHF | 248,194 CHF | 99.94% | 99.94% |
02/07/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,829 CHF | 246,829 CHF | 100.00% | 100.00% |