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 | 0.84% | 94.87 % | 95.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,098 CHF | 240,098 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,689 CHF | 240,689 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,170 CHF | 240,170 CHF | 99.99% | 99.99% |
10/07/2024 | 0.84% | 94.49 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,080 CHF | 238,080 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.97 % | 94.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,474 CHF | 237,474 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 94.49 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,849 CHF | 238,849 CHF | 99.75% | 99.75% |
05/07/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,640 CHF | 238,640 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 94.08 % | 94.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,394 CHF | 236,394 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 93.17 % | 93.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,376 CHF | 234,376 CHF | 99.79% | 99.79% |
02/07/2024 | 0.87% | 91.78 % | 92.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,878 CHF | 230,878 CHF | 100.00% | 100.00% |