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 | 1.27% | 38.94 % | 39.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,548 CHF | 98,798 CHF | 100.00% | 100.00% |
12/07/2024 | 1.27% | 39.23 % | 39.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,981 CHF | 99,231 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 39.23 % | 39.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,752 CHF | 99,002 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 38.87 % | 39.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,116 CHF | 98,366 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 38.69 % | 39.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,863 CHF | 98,113 CHF | 100.00% | 100.00% |
08/07/2024 | 1.28% | 38.70 % | 39.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,901 CHF | 98,151 CHF | 99.44% | 99.44% |
05/07/2024 | 1.28% | 38.84 % | 39.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,992 CHF | 98,242 CHF | 100.00% | 100.00% |
04/07/2024 | 1.28% | 38.76 % | 39.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,850 CHF | 98,100 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 38.65 % | 39.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,292 CHF | 97,542 CHF | 99.85% | 99.85% |
02/07/2024 | 1.29% | 38.49 % | 38.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,107 CHF | 97,357 CHF | 100.00% | 100.00% |