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 | 0.91% | 88.04 % | 88.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,857 CHF | 221,857 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,583 CHF | 242,583 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 95.67 % | 96.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,886 CHF | 240,886 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.62 % | 95.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,873 CHF | 237,873 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.50 % | 95.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,512 CHF | 239,512 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 95.05 % | 95.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,230 CHF | 240,230 CHF | 99.79% | 99.79% |
05/07/2024 | 0.83% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,032 CHF | 242,032 CHF | 99.98% | 99.98% |
04/07/2024 | 0.84% | 95.53 % | 96.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,362 CHF | 240,362 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,715 CHF | 238,715 CHF | 99.80% | 99.80% |
02/07/2024 | 0.85% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,133 CHF | 236,133 CHF | 100.00% | 100.00% |