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% | 94.61 % | 95.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,160 CHF | 239,160 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 95.32 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,525 CHF | 239,525 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 94.53 % | 95.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,646 CHF | 238,646 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,902 CHF | 237,902 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.28 % | 95.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,686 CHF | 238,686 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 94.72 % | 95.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,923 CHF | 238,923 CHF | 99.65% | 99.65% |
05/07/2024 | 0.84% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,961 CHF | 238,961 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,778 CHF | 238,778 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,095 CHF | 239,095 CHF | 99.78% | 99.78% |
02/07/2024 | 0.84% | 94.51 % | 95.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,094 CHF | 238,094 CHF | 100.00% | 100.00% |