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 | 0.94% | 85.25 % | 86.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,719 CHF | 214,719 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 86.05 % | 86.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,012 CHF | 218,012 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 85.62 % | 86.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,032 CHF | 215,032 CHF | 91.77% | 91.77% |
10/07/2024 | 0.85% | 93.35 % | 94.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,054 CHF | 235,054 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.50 % | 95.30 % | 250,000 | 235,000 | 250,000 | 238,691 | 237,196 CHF | 228,386 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 95.06 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,814 CHF | 240,814 CHF | 98.93% | 98.93% |
05/07/2024 | 0.84% | 95.00 % | 95.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,017 CHF | 240,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.95 % | 95.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,958 CHF | 239,958 CHF | 94.70% | 94.70% |
03/07/2024 | 0.87% | 92.39 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,846 CHF | 230,846 CHF | 99.76% | 99.76% |
02/07/2024 | 0.90% | 88.73 % | 89.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,164 CHF | 223,164 CHF | 100.00% | 100.00% |