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 | 0.87% | 92.29 % | 93.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,806 CHF | 229,806 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 96.26 % | 97.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,391 CHF | 238,391 CHF | 89.10% | 89.10% |
11/07/2024 | 0.83% | 95.21 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,820 CHF | 240,820 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,014 CHF | 244,014 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.66 % | 97.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,997 CHF | 244,997 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 97.76 % | 98.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,073 CHF | 247,073 CHF | 99.81% | 99.81% |
05/07/2024 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,517 CHF | 245,517 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,047 CHF | 243,047 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,897 CHF | 241,897 CHF | 99.69% | 99.69% |
02/07/2024 | 0.85% | 93.87 % | 94.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,337 CHF | 236,337 CHF | 100.00% | 100.00% |