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 | 0.87% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,665 CHF | 229,665 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.67 % | 91.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,179 CHF | 228,179 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 90.79 % | 91.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,387 CHF | 228,387 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 90.44 % | 91.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,663 CHF | 227,663 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 89.70 % | 90.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,761 CHF | 226,761 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 89.92 % | 90.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,492 CHF | 226,492 CHF | 99.53% | 99.53% |
05/07/2024 | 0.89% | 89.74 % | 90.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,823 CHF | 225,823 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 88.83 % | 89.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,814 CHF | 224,814 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 89.34 % | 90.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,613 CHF | 224,613 CHF | 99.97% | 99.97% |
02/07/2024 | 0.90% | 88.52 % | 89.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,519 CHF | 222,519 CHF | 100.00% | 100.00% |