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 | 0.91% | 86.88 % | 87.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,365 CHF | 220,365 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 87.04 % | 87.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,154 CHF | 218,154 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,352 CHF | 216,352 CHF | 100.00% | 100.00% |
10/07/2024 | 0.92% | 85.56 % | 86.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,546 CHF | 217,546 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 86.80 % | 87.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,808 CHF | 221,808 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 88.60 % | 89.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,705 CHF | 224,705 CHF | 99.56% | 99.56% |
05/07/2024 | 0.89% | 88.84 % | 89.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,144 CHF | 225,144 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 89.25 % | 90.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,046 CHF | 225,046 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 89.20 % | 90.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,136 CHF | 226,136 CHF | 99.94% | 99.94% |
02/07/2024 | 0.89% | 89.57 % | 90.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,634 CHF | 226,634 CHF | 100.00% | 100.00% |