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% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,887 CHF | 237,887 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 94.71 % | 95.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,151 CHF | 238,151 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 94.74 % | 95.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,195 CHF | 239,195 CHF | 99.99% | 99.99% |
10/07/2024 | 0.84% | 95.41 % | 96.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,049 CHF | 239,049 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 94.45 % | 95.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,582 CHF | 240,582 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,830 CHF | 242,830 CHF | 99.61% | 99.61% |
05/07/2024 | 0.83% | 96.07 % | 96.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,487 CHF | 242,487 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.79 % | 96.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,158 CHF | 241,158 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,797 CHF | 237,797 CHF | 99.92% | 99.92% |
02/07/2024 | 0.87% | 92.67 % | 93.47 % | 250,000 | 225,000 | 250,000 | 226,388 | 230,041 CHF | 210,103 CHF | 99.99% | 99.99% |