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 | 0.88% | 90.90 % | 91.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,443 CHF | 229,443 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.90 % | 91.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,517 CHF | 228,517 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 90.07 % | 90.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,077 CHF | 227,077 CHF | 99.97% | 99.97% |
10/07/2024 | 0.89% | 89.59 % | 90.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,314 CHF | 226,314 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 89.08 % | 89.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,282 CHF | 226,282 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 89.86 % | 90.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,598 CHF | 227,598 CHF | 99.44% | 99.44% |
05/07/2024 | 0.88% | 90.08 % | 90.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,094 CHF | 227,094 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 90.23 % | 91.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,362 CHF | 227,362 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 89.62 % | 90.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,750 CHF | 223,750 CHF | 99.93% | 99.93% |
02/07/2024 | 0.90% | 88.94 % | 89.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,315 CHF | 224,315 CHF | 100.00% | 100.00% |