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 | 0.84% | 94.90 % | 95.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,236 CHF | 240,236 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,586 CHF | 240,586 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.58 % | 96.38 % | 90,000 | 250,000 | 115,469 | 250,000 | 109,862 CHF | 239,889 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,478 CHF | 237,478 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,915 CHF | 238,915 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.99 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,649 CHF | 237,649 CHF | 99.69% | 99.69% |
05/07/2024 | 0.84% | 94.24 % | 95.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,032 CHF | 238,032 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 94.06 % | 94.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,823 CHF | 236,823 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 93.66 % | 94.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,301 CHF | 236,301 CHF | 99.89% | 99.89% |
02/07/2024 | 0.87% | 92.33 % | 93.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,580 CHF | 231,580 CHF | 100.00% | 100.00% |