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 | 0.85% | 94.18 % | 94.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,474 CHF | 237,474 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 94.14 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,350 CHF | 237,350 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,193 CHF | 237,193 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 94.02 % | 94.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,013 CHF | 237,013 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.99 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,967 CHF | 236,967 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.99 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,912 CHF | 236,912 CHF | 99.23% | 99.23% |
05/07/2024 | 0.85% | 93.96 % | 94.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,867 CHF | 236,867 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,764 CHF | 236,764 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 93.92 % | 94.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,668 CHF | 236,668 CHF | 99.84% | 99.84% |
02/07/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,758 CHF | 236,758 CHF | 100.00% | 100.00% |