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 | 0.55% | 90.69 % | 91.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,699 CHF | 229,949 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 93.32 % | 93.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,994 CHF | 233,244 CHF | 74.80% | 74.80% |
11/07/2024 | 0.53% | 93.43 % | 93.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,225 CHF | 234,475 CHF | 100.00% | 100.00% |
10/07/2024 | 0.54% | 93.04 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,584 CHF | 230,834 CHF | 94.73% | 94.73% |
09/07/2024 | 0.54% | 91.59 % | 92.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,325 CHF | 233,575 CHF | 97.75% | 97.75% |
08/07/2024 | 0.53% | 94.07 % | 94.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,295 CHF | 234,545 CHF | 99.77% | 99.77% |
05/07/2024 | 0.53% | 93.31 % | 93.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,984 CHF | 237,234 CHF | 99.93% | 99.93% |
04/07/2024 | 0.55% | 89.81 % | 90.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,668 CHF | 226,918 CHF | 98.26% | 98.26% |
03/07/2024 | 0.56% | 90.09 % | 90.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,941 CHF | 224,191 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 87.28 % | 87.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,862 CHF | 218,112 CHF | 99.49% | 99.49% |