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% | 87.59 % | 88.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,477 CHF | 222,477 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 88.05 % | 88.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,661 CHF | 221,661 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,999 CHF | 219,999 CHF | 100.00% | 100.00% |
10/07/2024 | 0.92% | 86.61 % | 87.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,441 CHF | 217,441 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,578 CHF | 216,578 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 85.30 % | 86.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,447 CHF | 215,447 CHF | 99.75% | 99.75% |
05/07/2024 | 0.93% | 85.12 % | 85.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,686 CHF | 215,686 CHF | 100.00% | 100.00% |
04/07/2024 | 0.94% | 85.30 % | 86.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,791 CHF | 214,791 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 84.86 % | 85.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,972 CHF | 213,972 CHF | 99.70% | 99.70% |
02/07/2024 | 0.94% | 85.01 % | 85.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,939 CHF | 213,939 CHF | 100.00% | 100.00% |