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 | 0.85% | 93.64 % | 94.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,403 CHF | 236,403 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 94.22 % | 95.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,344 CHF | 237,344 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.26 % | 96.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,193 CHF | 239,193 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,906 CHF | 238,906 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,718 CHF | 240,718 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.68 % | 96.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,555 CHF | 240,555 CHF | 99.16% | 99.16% |
05/07/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,037 CHF | 242,037 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,480 CHF | 241,480 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,544 CHF | 242,544 CHF | 99.82% | 99.82% |
02/07/2024 | 0.84% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,902 CHF | 238,902 CHF | 99.99% | 99.99% |