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% | 89.19 % | 89.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,845 CHF | 227,845 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 90.02 % | 90.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,143 CHF | 224,143 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 87.14 % | 87.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,193 CHF | 220,193 CHF | 62.86% | 62.86% |
10/07/2024 | 0.95% | 85.04 % | 85.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,256 CHF | 212,256 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 81.87 % | 82.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,985 CHF | 211,985 CHF | 99.99% | 99.99% |
08/07/2024 | 0.93% | 84.14 % | 84.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,412 CHF | 215,412 CHF | 99.15% | 99.15% |
05/07/2024 | 0.95% | 84.84 % | 85.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,438 CHF | 212,438 CHF | 100.00% | 100.00% |
04/07/2024 | 0.95% | 83.72 % | 84.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,350 CHF | 211,350 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 83.60 % | 84.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,363 CHF | 212,363 CHF | 99.82% | 99.82% |
02/07/2024 | 0.94% | 83.55 % | 84.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,417 CHF | 214,417 CHF | 100.00% | 100.00% |