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 | 0.84% | 95.33 % | 96.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,232 CHF | 239,232 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 95.50 % | 96.30 % | 250,000 | 230,000 | 250,000 | 231,177 | 239,603 CHF | 223,397 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.02 % | 95.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,824 CHF | 238,824 CHF | 99.25% | 99.25% |
10/07/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,895 CHF | 251,896 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,912 CHF | 253,938 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,250 CHF | 255,279 CHF | 99.69% | 99.69% |
05/07/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,918 CHF | 254,943 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,591 CHF | 254,619 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 206,000 | 250,000 | 218,451 | 245,956 CHF | 216,625 CHF | 99.97% | 99.97% |
02/07/2024 | 0.83% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,991 CHF | 242,991 CHF | 100.00% | 100.00% |