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 | 0.58% | 84.79 % | 85.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,730 CHF | 214,980 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 87.03 % | 87.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,522 CHF | 217,772 CHF | 74.80% | 74.80% |
11/07/2024 | 0.57% | 87.36 % | 87.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,057 CHF | 219,307 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 86.96 % | 87.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,755 CHF | 216,005 CHF | 94.72% | 94.72% |
09/07/2024 | 0.57% | 85.77 % | 86.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,450 CHF | 218,700 CHF | 97.76% | 97.76% |
08/07/2024 | 0.57% | 88.17 % | 88.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,683 CHF | 219,933 CHF | 99.78% | 99.78% |
05/07/2024 | 0.56% | 87.61 % | 88.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,296 CHF | 222,546 CHF | 100.00% | 100.00% |
04/07/2024 | 0.59% | 84.29 % | 84.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,743 CHF | 212,993 CHF | 98.25% | 98.25% |
03/07/2024 | 0.60% | 84.61 % | 85.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,407 CHF | 210,657 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 82.02 % | 82.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,141 CHF | 205,391 CHF | 99.93% | 99.93% |