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 | 0.89% | 89.57 % | 90.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,681 CHF | 226,681 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 90.45 % | 91.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,430 CHF | 226,430 CHF | 99.94% | 99.94% |
11/07/2024 | 0.87% | 89.86 % | 90.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,863 CHF | 229,863 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,823 CHF | 242,823 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,961 CHF | 241,961 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,891 CHF | 240,891 CHF | 99.69% | 99.69% |
05/07/2024 | 0.84% | 94.88 % | 95.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,560 CHF | 239,560 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.88 % | 95.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,528 CHF | 239,528 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,510 CHF | 238,510 CHF | 99.74% | 99.74% |
02/07/2024 | 0.85% | 94.41 % | 95.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,426 CHF | 236,426 CHF | 100.00% | 100.00% |