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% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,840 CHF | 248,840 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,542 CHF | 248,542 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.53 % | 99.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,267 CHF | 248,267 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,051 CHF | 249,051 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,302 CHF | 249,302 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,021 CHF | 249,021 CHF | 99.43% | 99.43% |
05/07/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,960 CHF | 248,960 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,934 CHF | 248,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,393 CHF | 248,393 CHF | 99.70% | 99.70% |
02/07/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,612 CHF | 247,612 CHF | 100.00% | 100.00% |