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 | 0.88% | 89.77 % | 90.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,299 CHF | 227,299 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.82 % | 91.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,697 CHF | 227,697 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 89.74 % | 90.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,236 CHF | 222,236 CHF | 100.00% | 100.00% |
10/07/2024 | 0.91% | 87.70 % | 88.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,631 CHF | 220,631 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 86.01 % | 86.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,481 CHF | 220,481 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 88.69 % | 89.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,557 CHF | 223,557 CHF | 99.36% | 99.36% |
05/07/2024 | 0.89% | 88.69 % | 89.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,778 CHF | 224,778 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 88.22 % | 89.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,457 CHF | 223,457 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 87.98 % | 88.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,882 CHF | 219,882 CHF | 99.58% | 99.58% |
02/07/2024 | 0.93% | 85.39 % | 86.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,316 CHF | 216,316 CHF | 100.00% | 100.00% |