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 | 0.86% | 92.93 % | 93.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,697 CHF | 234,697 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 93.26 % | 94.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,601 CHF | 234,601 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 93.29 % | 94.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,617 CHF | 235,617 CHF | 99.99% | 99.99% |
10/07/2024 | 0.85% | 93.91 % | 94.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,736 CHF | 235,736 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 92.99 % | 93.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,434 CHF | 236,434 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,085 CHF | 238,085 CHF | 99.77% | 99.77% |
05/07/2024 | 0.84% | 94.41 % | 95.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,190 CHF | 238,190 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 94.09 % | 94.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,141 CHF | 237,141 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,872 CHF | 234,872 CHF | 99.73% | 99.73% |
02/07/2024 | 0.87% | 91.81 % | 92.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,851 CHF | 230,851 CHF | 100.00% | 100.00% |