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% | 91.16 % | 91.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,717 CHF | 230,717 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 92.03 % | 92.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,938 CHF | 230,938 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 91.21 % | 92.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,556 CHF | 230,556 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 90.48 % | 91.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,217 CHF | 229,217 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 89.14 % | 89.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,622 CHF | 225,622 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 89.67 % | 90.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,748 CHF | 226,748 CHF | 99.32% | 99.32% |
05/07/2024 | 0.88% | 89.66 % | 90.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,017 CHF | 227,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,954 CHF | 227,954 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 90.18 % | 90.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,813 CHF | 227,813 CHF | 99.89% | 99.89% |
02/07/2024 | 0.89% | 89.77 % | 90.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,290 CHF | 225,290 CHF | 99.98% | 99.98% |