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 | - | 75.84 % | 80.42 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 76.63% |
12/07/2024 | 0.84% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,011 CHF | 239,011 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,575 CHF | 236,575 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 92.75 % | 93.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,510 CHF | 232,510 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 92.22 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,364 CHF | 234,364 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.09 % | 93.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,811 CHF | 235,811 CHF | 99.64% | 99.64% |
05/07/2024 | 0.84% | 93.09 % | 93.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,611 CHF | 238,611 CHF | 99.97% | 99.97% |
04/07/2024 | 0.85% | 94.13 % | 94.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,665 CHF | 236,665 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 93.34 % | 94.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,497 CHF | 234,497 CHF | 99.84% | 99.84% |
02/07/2024 | 0.87% | 92.42 % | 93.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,542 CHF | 230,542 CHF | 100.00% | 100.00% |