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% | 92.75 % | 93.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,341 CHF | 233,341 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 93.19 % | 93.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,547 CHF | 233,547 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 93.11 % | 93.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,613 CHF | 234,613 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 93.32 % | 94.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,716 CHF | 235,716 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.36 % | 94.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,824 CHF | 236,824 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 94.65 % | 95.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,048 CHF | 238,048 CHF | 99.52% | 99.52% |
05/07/2024 | 0.85% | 93.95 % | 94.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,942 CHF | 236,942 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 93.64 % | 94.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,614 CHF | 235,614 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,199 CHF | 235,199 CHF | 99.92% | 99.92% |
02/07/2024 | 0.87% | 92.26 % | 93.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,188 CHF | 232,188 CHF | 100.00% | 100.00% |