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 | 0.50% | 98.79 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,515 CHF | 249,765 CHF | 69.53% | 69.53% |
12/07/2024 | 0.50% | 99.46 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,395 CHF | 250,645 CHF | 78.76% | 78.76% |
11/07/2024 | 0.51% | 99.55 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,069 CHF | 247,319 CHF | 96.74% | 96.74% |
10/07/2024 | 0.48% | 103.84 % | 104.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,171 CHF | 260,421 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 104.08 % | 104.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,603 CHF | 261,853 CHF | 97.77% | 97.77% |
08/07/2024 | 0.48% | 104.31 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,264 CHF | 262,514 CHF | 99.77% | 99.77% |
05/07/2024 | 0.48% | 103.95 % | 104.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,194 CHF | 261,444 CHF | 99.99% | 99.99% |
04/07/2024 | 0.48% | 103.81 % | 104.31 % | 250,000 | 250,000 | 250,000 | 249,962 | 259,875 CHF | 261,086 CHF | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.51 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,282 CHF | 254,532 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.53 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,078 CHF | 249,328 CHF | 100.00% | 100.00% |