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 | 0.93% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,932 CHF | 215,932 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 88.01 % | 88.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,227 CHF | 217,227 CHF | 89.12% | 89.12% |
11/07/2024 | 0.91% | 86.92 % | 87.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,007 CHF | 220,007 CHF | 100.00% | 100.00% |
10/07/2024 | 0.90% | 88.41 % | 89.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,733 CHF | 223,733 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 88.44 % | 89.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,020 CHF | 225,020 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 89.89 % | 90.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,770 CHF | 227,770 CHF | 99.71% | 99.71% |
05/07/2024 | 0.89% | 89.62 % | 90.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,987 CHF | 225,987 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 88.74 % | 89.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,309 CHF | 222,309 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 88.11 % | 88.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,542 CHF | 219,542 CHF | 99.87% | 99.87% |
02/07/2024 | 0.94% | 84.76 % | 85.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,745 CHF | 213,745 CHF | 100.00% | 100.00% |