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 | 0.83% | 95.56 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,092 CHF | 242,092 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,318 CHF | 243,318 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 235,000 | 250,000 | 235,241 | 239,118 CHF | 226,882 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.64 % | 95.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,040 CHF | 238,040 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.26 % | 95.06 % | 250,000 | 208,000 | 250,000 | 213,818 | 238,049 CHF | 205,312 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.15 % | 95.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,058 CHF | 241,058 CHF | 99.37% | 99.37% |
05/07/2024 | 0.84% | 94.95 % | 95.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,874 CHF | 239,874 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.76 % | 95.56 % | 250,000 | 150,000 | 250,000 | 152,731 | 236,804 CHF | 145,892 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 94.82 % | 95.62 % | 250,000 | 240,000 | 250,000 | 242,858 | 239,484 CHF | 234,583 CHF | 99.68% | 99.68% |
02/07/2024 | 0.83% | 94.82 % | 95.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,715 CHF | 240,715 CHF | 100.00% | 100.00% |