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 | 0.92% | 86.37 % | 87.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,439 CHF | 218,439 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,409 CHF | 218,409 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 86.51 % | 87.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,036 CHF | 218,036 CHF | 100.00% | 100.00% |
10/07/2024 | 0.92% | 86.28 % | 87.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,574 CHF | 217,574 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 86.21 % | 87.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,701 CHF | 217,701 CHF | 100.00% | 100.00% |
08/07/2024 | 0.92% | 86.22 % | 87.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,548 CHF | 217,548 CHF | 99.81% | 99.81% |
05/07/2024 | 0.92% | 86.10 % | 86.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,345 CHF | 217,345 CHF | 100.00% | 100.00% |
04/07/2024 | 0.92% | 86.11 % | 86.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,343 CHF | 217,343 CHF | 100.00% | 100.00% |
03/07/2024 | 0.93% | 86.10 % | 86.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,959 CHF | 216,959 CHF | 99.85% | 99.85% |
02/07/2024 | 0.93% | 86.04 % | 86.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,835 CHF | 216,835 CHF | 100.00% | 100.00% |