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% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,668 CHF | 246,668 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,058 CHF | 248,058 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,111 CHF | 247,111 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.18 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,496 CHF | 247,496 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,889 CHF | 247,889 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,133 CHF | 251,133 CHF | 99.45% | 99.45% |
05/07/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,213 CHF | 252,213 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,050 CHF | 252,051 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,233 CHF | 251,233 CHF | 99.58% | 99.58% |
02/07/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,148 CHF | 251,148 CHF | 100.00% | 100.00% |