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% | 92.50 % | 93.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,684 CHF | 234,684 CHF | 99.99% | 99.99% |
12/07/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,777 CHF | 234,777 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 93.70 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,711 CHF | 234,711 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 92.50 % | 93.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,595 CHF | 233,595 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,791 CHF | 234,791 CHF | 99.26% | 99.26% |
08/07/2024 | 0.85% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,841 CHF | 235,841 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 95.40 % | 96.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,139 CHF | 241,139 CHF | 99.34% | 99.34% |
04/07/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,626 CHF | 240,626 CHF | 99.45% | 99.45% |
03/07/2024 | 0.84% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,001 CHF | 238,001 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,490 CHF | 235,490 CHF | 100.00% | 100.00% |