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 | 0.89% | 89.76 % | 90.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,632 CHF | 226,632 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,792 CHF | 229,792 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,808 CHF | 228,808 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 90.40 % | 91.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,236 CHF | 227,236 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 89.97 % | 90.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,431 CHF | 227,431 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,092 CHF | 227,092 CHF | 99.66% | 99.66% |
05/07/2024 | 0.88% | 89.84 % | 90.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,771 CHF | 227,771 CHF | 99.99% | 99.99% |
04/07/2024 | 0.89% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,961 CHF | 226,961 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 90.61 % | 91.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,095 CHF | 228,095 CHF | 99.72% | 99.72% |
02/07/2024 | 0.89% | 90.15 % | 90.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,706 CHF | 226,706 CHF | 99.99% | 99.99% |