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 | 0.83% | 95.79 % | 96.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,604 CHF | 241,604 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.51 % | 97.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,719 CHF | 242,719 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.08 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,700 CHF | 241,700 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 95.53 % | 96.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,296 CHF | 240,296 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 95.07 % | 95.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,335 CHF | 240,335 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,170 CHF | 241,170 CHF | 99.58% | 99.58% |
05/07/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,970 CHF | 241,970 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,050 CHF | 241,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,761 CHF | 240,761 CHF | 99.85% | 99.85% |
02/07/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,567 CHF | 239,567 CHF | 100.00% | 100.00% |