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 | 0.90% | 88.88 % | 89.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,861 CHF | 223,861 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 89.09 % | 89.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,389 CHF | 223,389 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 89.65 % | 90.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,991 CHF | 226,991 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 89.98 % | 90.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,262 CHF | 228,262 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,007 CHF | 229,007 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 91.38 % | 92.18 % | 250,000 | 235,000 | 250,000 | 244,106 | 229,037 CHF | 225,595 CHF | 99.84% | 99.84% |
05/07/2024 | 0.88% | 90.42 % | 91.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,527 CHF | 228,527 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.13 % | 90.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,436 CHF | 227,436 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 90.86 % | 91.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,224 CHF | 227,224 CHF | 99.91% | 99.91% |
02/07/2024 | 0.90% | 88.76 % | 89.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,233 CHF | 223,233 CHF | 99.97% | 99.97% |