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 | 0.92% | 82.96 % | 84.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,916 CHF | 217,916 CHF | 2.11% | 90.56% |
12/07/2024 | 0.82% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,346 CHF | 244,346 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.30 % | 97.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,276 CHF | 242,276 CHF | 99.95% | 99.95% |
10/07/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,018 CHF | 239,018 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,731 CHF | 240,731 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.63 % | 96.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,840 CHF | 241,840 CHF | 99.24% | 99.24% |
05/07/2024 | 0.82% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,116 CHF | 244,116 CHF | 99.98% | 99.98% |
04/07/2024 | 0.83% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,208 CHF | 242,208 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 95.50 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,126 CHF | 240,126 CHF | 99.80% | 99.80% |
02/07/2024 | 0.85% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,961 CHF | 236,961 CHF | 100.00% | 100.00% |