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 | 0.97% | 81.93 % | 82.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,108 CHF | 208,108 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 82.17 % | 82.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,429 CHF | 206,429 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 81.36 % | 82.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,032 CHF | 205,032 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 80.90 % | 81.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,072 CHF | 203,072 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 80.06 % | 80.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,845 CHF | 202,845 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 80.13 % | 80.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,408 CHF | 202,408 CHF | 99.88% | 99.88% |
05/07/2024 | 0.99% | 79.88 % | 80.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,466 CHF | 202,466 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 79.98 % | 80.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,623 CHF | 201,623 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 80.11 % | 80.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,249 CHF | 202,249 CHF | 99.78% | 99.78% |
02/07/2024 | 0.99% | 80.38 % | 81.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,172 CHF | 202,172 CHF | 100.00% | 100.00% |