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 | 0.88% | 90.72 % | 91.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,252 CHF | 229,252 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.72 % | 91.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,985 CHF | 227,985 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 90.08 % | 90.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,197 CHF | 227,197 CHF | 99.99% | 99.99% |
10/07/2024 | 0.88% | 90.03 % | 90.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,918 CHF | 227,918 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 90.72 % | 91.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,414 CHF | 230,414 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 91.71 % | 92.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,074 CHF | 232,074 CHF | 99.52% | 99.52% |
05/07/2024 | 0.87% | 91.85 % | 92.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,151 CHF | 232,151 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,025 CHF | 232,025 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 92.00 % | 92.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,604 CHF | 232,604 CHF | 99.67% | 99.67% |
02/07/2024 | 0.86% | 92.22 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,956 CHF | 232,956 CHF | 100.00% | 100.00% |