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 | 0.88% | 90.25 % | 91.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,572 CHF | 228,572 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.90 % | 91.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,285 CHF | 229,285 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 90.85 % | 91.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,960 CHF | 228,960 CHF | 100.00% | 100.00% |
10/07/2024 | 0.89% | 89.87 % | 90.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,935 CHF | 225,935 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 89.02 % | 89.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,419 CHF | 225,419 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,920 CHF | 227,920 CHF | 99.80% | 99.80% |
05/07/2024 | 0.88% | 89.91 % | 90.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,642 CHF | 227,642 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 89.34 % | 90.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,350 CHF | 224,350 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 88.12 % | 88.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,751 CHF | 221,751 CHF | 99.82% | 99.82% |
02/07/2024 | 0.92% | 86.47 % | 87.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,351 CHF | 217,351 CHF | 100.00% | 100.00% |