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% | 88.06 % | 88.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,532 CHF | 222,532 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 88.59 % | 89.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,580 CHF | 222,580 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 88.59 % | 89.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,114 CHF | 226,114 CHF | 99.99% | 99.99% |
10/07/2024 | 0.86% | 93.46 % | 94.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,201 CHF | 234,201 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,498 CHF | 234,498 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 92.41 % | 93.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,253 CHF | 234,253 CHF | 99.67% | 99.67% |
05/07/2024 | 0.86% | 92.28 % | 93.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,185 CHF | 233,185 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 92.38 % | 93.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,006 CHF | 233,006 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 92.04 % | 92.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,705 CHF | 231,705 CHF | 99.73% | 99.73% |
02/07/2024 | 0.86% | 93.28 % | 94.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,469 CHF | 233,469 CHF | 100.00% | 100.00% |