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 | 0.90% | 87.57 % | 88.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,130 CHF | 222,130 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 88.54 % | 89.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,637 CHF | 222,637 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 88.78 % | 89.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,315 CHF | 224,315 CHF | 99.99% | 99.99% |
10/07/2024 | 0.90% | 89.57 % | 90.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,182 CHF | 224,182 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 88.71 % | 89.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,776 CHF | 226,776 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 90.29 % | 91.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,693 CHF | 229,693 CHF | 99.36% | 99.36% |
05/07/2024 | 0.88% | 90.93 % | 91.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,495 CHF | 229,495 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.44 % | 91.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,615 CHF | 227,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 89.60 % | 90.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,932 CHF | 222,932 CHF | 99.94% | 99.94% |
02/07/2024 | 0.93% | 86.21 % | 87.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,796 CHF | 215,796 CHF | 100.00% | 100.00% |