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 | 0.87% | 90.78 % | 91.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,108 CHF | 230,108 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 90.29 % | 91.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,976 CHF | 225,976 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 88.81 % | 89.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,526 CHF | 223,526 CHF | 99.99% | 99.99% |
10/07/2024 | 0.92% | 87.94 % | 88.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,515 CHF | 219,515 CHF | 99.99% | 99.99% |
09/07/2024 | 0.92% | 86.24 % | 87.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,484 CHF | 218,484 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 86.06 % | 86.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,104 CHF | 217,104 CHF | 99.81% | 99.81% |
05/07/2024 | 0.92% | 85.87 % | 86.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,055 CHF | 218,055 CHF | 100.00% | 100.00% |
04/07/2024 | 0.93% | 85.98 % | 86.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,020 CHF | 216,020 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 86.46 % | 87.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,581 CHF | 218,581 CHF | 99.92% | 99.92% |
02/07/2024 | 0.92% | 87.23 % | 88.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,910 CHF | 218,910 CHF | 100.00% | 100.00% |