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 | 0.71% | 98.39 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,490 CHF | 248,240 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 99.00 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,105 CHF | 248,855 CHF | 78.50% | 78.50% |
11/07/2024 | 0.70% | 99.21 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,008 CHF | 249,758 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 98.84 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,624 CHF | 248,374 CHF | 94.74% | 94.74% |
09/07/2024 | 0.71% | 98.78 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,328 CHF | 248,078 CHF | 97.76% | 97.76% |
08/07/2024 | 0.71% | 98.59 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,938 CHF | 248,688 CHF | 99.79% | 99.79% |
05/07/2024 | 0.70% | 98.93 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,527 CHF | 249,277 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 99.06 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,628 CHF | 249,378 CHF | 98.26% | 98.26% |
03/07/2024 | 0.71% | 99.08 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,258 CHF | 249,008 CHF | 99.99% | 99.99% |
02/07/2024 | 0.71% | 98.28 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,236 CHF | 246,986 CHF | 100.00% | 100.00% |