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 | 0.84% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,705 CHF | 238,705 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 94.90 % | 95.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,962 CHF | 239,962 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.00 % | 96.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,057 CHF | 241,057 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,397 CHF | 241,397 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.30 % | 97.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,452 CHF | 243,452 CHF | 99.27% | 99.27% |
08/07/2024 | 0.82% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,345 CHF | 245,345 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 97.20 % | 98.00 % | 250,000 | 250,000 | 247,025 | 250,000 | 240,387 CHF | 245,281 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,962 CHF | 244,962 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.30 % | 97.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,919 CHF | 242,919 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,716 CHF | 240,716 CHF | 100.00% | 100.00% |