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 | 0.82% | 97.03 % | 97.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,700 CHF | 244,700 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,981 CHF | 245,981 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.45 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,889 CHF | 245,889 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.09 % | 97.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,487 CHF | 244,487 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,594 CHF | 245,594 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,065 CHF | 245,065 CHF | 99.65% | 99.65% |
05/07/2024 | 0.81% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,891 CHF | 246,891 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,236 CHF | 248,236 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,074 CHF | 247,074 CHF | 99.07% | 99.07% |
02/07/2024 | 0.82% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,643 CHF | 244,643 CHF | 100.00% | 100.00% |