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 | 1.00% | 78.63 % | 79.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,921 CHF | 198,896 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 79.16 % | 79.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,962 CHF | 199,958 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 78.72 % | 79.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,888 CHF | 199,879 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 79.33 % | 80.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,208 CHF | 200,207 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 79.60 % | 80.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,921 CHF | 200,921 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 79.54 % | 80.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,080 CHF | 202,080 CHF | 99.26% | 99.26% |
05/07/2024 | 0.99% | 80.17 % | 80.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,172 CHF | 203,172 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 80.76 % | 81.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,812 CHF | 203,812 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 80.23 % | 81.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,568 CHF | 204,568 CHF | 99.81% | 99.81% |
02/07/2024 | 0.98% | 81.20 % | 82.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,439 CHF | 204,439 CHF | 100.00% | 100.00% |