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% | 90.52 % | 91.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,908 CHF | 229,908 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 91.44 % | 92.24 % | 250,000 | 250,000 | 250,000 | 248,130 | 229,254 CHF | 229,523 CHF | 92.16% | 92.16% |
11/07/2024 | 0.88% | 90.75 % | 91.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,364 CHF | 228,364 CHF | 100.00% | 100.00% |
10/07/2024 | 0.89% | 89.47 % | 90.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,271 CHF | 225,271 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 88.99 % | 89.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,815 CHF | 226,815 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 89.87 % | 90.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,325 CHF | 228,325 CHF | 99.63% | 99.63% |
05/07/2024 | 0.88% | 89.84 % | 90.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,195 CHF | 227,195 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 89.56 % | 90.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,894 CHF | 225,894 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 89.50 % | 90.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,993 CHF | 227,993 CHF | 99.76% | 99.76% |
02/07/2024 | 0.89% | 89.32 % | 90.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,586 CHF | 226,586 CHF | 100.00% | 100.00% |