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% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,875 CHF | 247,875 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,524 CHF | 247,524 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,911 CHF | 245,911 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.14 % | 97.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,908 CHF | 244,908 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,119 CHF | 245,119 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,790 CHF | 244,790 CHF | 99.20% | 99.20% |
05/07/2024 | 0.82% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,733 CHF | 244,733 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,861 CHF | 244,861 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,969 CHF | 244,969 CHF | 99.61% | 99.61% |
02/07/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,118 CHF | 244,118 CHF | 100.00% | 100.00% |