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 | 1.26% | 79.16 % | 80.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,882 CHF | 200,382 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 86.71 % | 87.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,265 CHF | 217,765 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 85.76 % | 86.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,638 CHF | 216,138 CHF | 100.00% | 100.00% |
10/07/2024 | 1.17% | 84.64 % | 85.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,700 CHF | 214,200 CHF | 100.00% | 100.00% |
09/07/2024 | 1.16% | 85.07 % | 86.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,755 CHF | 216,255 CHF | 100.00% | 100.00% |
08/07/2024 | 1.16% | 85.69 % | 86.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,476 CHF | 216,976 CHF | 99.80% | 99.80% |
05/07/2024 | 1.15% | 85.75 % | 86.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,785 CHF | 219,285 CHF | 100.00% | 100.00% |
04/07/2024 | 1.16% | 86.29 % | 87.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,178 CHF | 217,678 CHF | 100.00% | 100.00% |
03/07/2024 | 1.16% | 85.80 % | 86.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,011 CHF | 216,511 CHF | 99.66% | 99.66% |
02/07/2024 | 1.18% | 85.04 % | 86.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,243 CHF | 213,743 CHF | 99.98% | 99.98% |