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 | 0.42% | 94.00 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,005 CHF | 239,005 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 95.70 % | 96.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,845 CHF | 238,845 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 94.60 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,751 CHF | 236,751 CHF | 99.99% | 99.99% |
10/07/2024 | 0.43% | 94.10 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,278 CHF | 235,278 CHF | 99.99% | 99.99% |
09/07/2024 | 0.43% | 93.60 % | 94.00 % | 250,000 | 250,000 | 249,468 | 249,468 | 234,703 CHF | 235,701 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 93.60 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,403 CHF | 235,403 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 93.30 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,390 CHF | 235,390 CHF | 99.99% | 99.99% |
04/07/2024 | 0.43% | 93.90 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,627 CHF | 235,627 CHF | 99.45% | 99.45% |
03/07/2024 | 0.43% | 93.70 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,471 CHF | 234,471 CHF | 99.99% | 99.99% |
02/07/2024 | 0.43% | 93.40 % | 93.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,620 CHF | 232,620 CHF | 99.99% | 99.99% |