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 | 0.86% | 92.81 % | 93.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,694 CHF | 234,694 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 92.67 % | 93.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,188 CHF | 233,188 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 92.86 % | 93.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,478 CHF | 233,478 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 92.50 % | 93.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,720 CHF | 232,720 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 91.76 % | 92.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,921 CHF | 231,921 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 92.05 % | 92.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,743 CHF | 231,743 CHF | 99.68% | 99.68% |
05/07/2024 | 0.87% | 91.94 % | 92.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,259 CHF | 231,259 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 91.06 % | 91.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,298 CHF | 230,298 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 91.56 % | 92.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,276 CHF | 230,276 CHF | 99.71% | 99.71% |
02/07/2024 | 0.88% | 90.89 % | 91.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,466 CHF | 228,466 CHF | 100.00% | 100.00% |