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% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,169 CHF | 239,169 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 95.09 % | 95.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,475 CHF | 238,475 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,696 CHF | 241,696 CHF | 99.93% | 99.93% |
10/07/2024 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,466 CHF | 242,466 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,664 CHF | 242,664 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,696 CHF | 244,696 CHF | 99.78% | 99.78% |
05/07/2024 | 0.83% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,146 CHF | 241,146 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.16 % | 95.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,152 CHF | 240,152 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,899 CHF | 239,899 CHF | 99.67% | 99.67% |
02/07/2024 | 0.85% | 93.72 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,711 CHF | 235,711 CHF | 99.98% | 99.98% |