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 | 0.63% | 78.70 % | 79.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,540 CHF | 199,790 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 80.99 % | 81.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,358 CHF | 202,608 CHF | 74.71% | 74.71% |
11/07/2024 | 0.61% | 81.29 % | 81.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,885 CHF | 204,135 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 80.99 % | 81.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,725 CHF | 200,975 CHF | 94.73% | 94.73% |
09/07/2024 | 0.62% | 79.74 % | 80.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,425 CHF | 203,675 CHF | 97.75% | 97.75% |
08/07/2024 | 0.61% | 82.13 % | 82.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,692 CHF | 204,942 CHF | 99.78% | 99.78% |
05/07/2024 | 0.60% | 81.79 % | 82.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,887 CHF | 208,137 CHF | 99.42% | 99.42% |
04/07/2024 | 0.63% | 78.27 % | 78.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,714 CHF | 197,964 CHF | 98.26% | 98.26% |
03/07/2024 | 0.64% | 78.61 % | 79.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,500 CHF | 195,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 76.12 % | 76.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,247 CHF | 190,497 CHF | 98.71% | 98.71% |