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 | - | 89.28 % | 86.76 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.60% |
12/07/2024 | 0.81% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,627 CHF | 248,627 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.10 % | 98.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,845 CHF | 246,845 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,945 CHF | 243,945 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.62 % | 97.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,769 CHF | 244,769 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 97.22 % | 98.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,790 CHF | 245,790 CHF | 99.61% | 99.61% |
05/07/2024 | 0.81% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,431 CHF | 247,431 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,403 CHF | 246,403 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,493 CHF | 244,493 CHF | 99.89% | 99.89% |
02/07/2024 | 0.83% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,264 CHF | 241,264 CHF | 100.00% | 100.00% |