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 | 1.00% | 71.23 % | 73.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,762 CHF | 184,600 CHF | 0.15% | 85.02% |
12/07/2024 | 0.92% | 87.82 % | 88.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,185 CHF | 219,185 CHF | 99.94% | 99.94% |
11/07/2024 | 0.93% | 85.73 % | 86.53 % | 250,000 | 240,000 | 250,000 | 240,246 | 213,731 CHF | 207,312 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 84.28 % | 85.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,039 CHF | 211,039 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 83.88 % | 84.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,154 CHF | 214,154 CHF | 99.99% | 99.99% |
08/07/2024 | 0.93% | 85.17 % | 85.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,000 CHF | 216,000 CHF | 94.99% | 94.99% |
05/07/2024 | 0.91% | 85.23 % | 86.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,027 CHF | 220,027 CHF | 100.00% | 100.00% |
04/07/2024 | 0.93% | 86.21 % | 87.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,784 CHF | 216,784 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,391 CHF | 214,391 CHF | 99.74% | 99.74% |
02/07/2024 | 0.96% | 84.07 % | 84.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,883 CHF | 208,883 CHF | 100.00% | 100.00% |