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 | 0.88% | 90.42 % | 91.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,830 CHF | 227,830 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.79 % | 91.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,665 CHF | 228,665 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 92.28 % | 93.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,267 CHF | 231,267 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 91.60 % | 92.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,118 CHF | 231,118 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 91.10 % | 91.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,180 CHF | 233,180 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 92.77 % | 93.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,289 CHF | 233,289 CHF | 99.18% | 99.18% |
05/07/2024 | 0.85% | 93.60 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,677 CHF | 235,677 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,598 CHF | 234,598 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 93.75 % | 94.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,633 CHF | 235,633 CHF | 99.75% | 99.75% |
02/07/2024 | 0.87% | 92.79 % | 93.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,911 CHF | 230,911 CHF | 100.00% | 100.00% |