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 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,106 CHF | 237,106 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 93.68 % | 94.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,574 CHF | 235,574 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 92.98 % | 93.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,249 CHF | 234,249 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 92.55 % | 93.35 % | 250,000 | 245,000 | 250,000 | 246,774 | 229,887 CHF | 228,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 91.55 % | 92.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,265 CHF | 231,265 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 91.27 % | 92.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,316 CHF | 230,316 CHF | 99.26% | 99.26% |
05/07/2024 | 0.87% | 91.43 % | 92.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,667 CHF | 231,667 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 91.58 % | 92.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,183 CHF | 230,183 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 92.27 % | 93.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,088 CHF | 233,088 CHF | 99.77% | 99.77% |
02/07/2024 | 0.86% | 92.83 % | 93.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,640 CHF | 233,640 CHF | 100.00% | 100.00% |