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 | 0.95% | 83.00 % | 83.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,613 CHF | 210,613 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,567 CHF | 209,567 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 82.77 % | 83.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,432 CHF | 208,432 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 82.30 % | 83.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,317 CHF | 207,317 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 81.87 % | 82.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,074 CHF | 207,074 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 81.98 % | 82.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,936 CHF | 206,936 CHF | 99.80% | 99.80% |
05/07/2024 | 0.97% | 81.96 % | 82.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,481 CHF | 207,481 CHF | 100.00% | 100.00% |
04/07/2024 | 0.97% | 81.89 % | 82.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,601 CHF | 206,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 81.60 % | 82.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,015 CHF | 206,015 CHF | 99.93% | 99.93% |
02/07/2024 | 0.99% | 80.90 % | 81.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,467 CHF | 203,467 CHF | 100.00% | 100.00% |