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 | 0.96% | 82.03 % | 82.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,408 CHF | 210,408 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 84.47 % | 85.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,856 CHF | 211,856 CHF | 99.99% | 99.99% |
11/07/2024 | 0.97% | 83.65 % | 84.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,161 CHF | 208,161 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 81.11 % | 81.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,835 CHF | 207,835 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 84.18 % | 84.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,868 CHF | 212,868 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 84.43 % | 85.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,651 CHF | 220,651 CHF | 99.64% | 99.64% |
05/07/2024 | 0.91% | 87.45 % | 88.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,022 CHF | 221,022 CHF | 100.00% | 100.00% |
04/07/2024 | 0.91% | 87.19 % | 87.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,255 CHF | 220,255 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 87.14 % | 87.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,508 CHF | 221,508 CHF | 99.69% | 99.69% |
02/07/2024 | 0.90% | 87.80 % | 88.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,524 CHF | 222,524 CHF | 100.00% | 100.00% |