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% | 92.31 % | 93.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,862 CHF | 232,862 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 92.71 % | 93.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,739 CHF | 232,739 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 91.97 % | 92.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,892 CHF | 231,892 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 91.69 % | 92.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,075 CHF | 231,075 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 91.01 % | 91.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,846 CHF | 230,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 91.84 % | 92.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,745 CHF | 231,745 CHF | 99.12% | 99.12% |
05/07/2024 | 0.87% | 91.45 % | 92.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,040 CHF | 231,040 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 91.15 % | 91.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,167 CHF | 230,167 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 91.30 % | 92.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,990 CHF | 229,990 CHF | 99.92% | 99.92% |
02/07/2024 | 0.89% | 90.26 % | 91.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,560 CHF | 226,560 CHF | 100.00% | 100.00% |