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% | 97.75 % | 98.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,820 CHF | 246,820 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,508 CHF | 247,508 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,348 CHF | 246,348 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,860 CHF | 243,860 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,364 CHF | 242,364 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.85 % | 97.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,216 CHF | 245,216 CHF | 99.51% | 99.51% |
05/07/2024 | 0.81% | 97.41 % | 98.21 % | 250,000 | 235,000 | 250,000 | 247,628 | 244,863 CHF | 244,536 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 238,000 | 250,000 | 245,401 | 246,047 CHF | 243,488 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,813 CHF | 247,813 CHF | 99.64% | 99.64% |
02/07/2024 | 0.82% | 97.32 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,730 CHF | 244,730 CHF | 100.00% | 100.00% |