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 | 0.99% | 79.92 % | 80.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,173 CHF | 202,173 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 80.62 % | 81.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,389 CHF | 203,389 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 80.17 % | 80.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,556 CHF | 202,556 CHF | 25.69% | 25.69% |
10/07/2024 | 0.98% | 81.04 % | 81.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,521 CHF | 204,521 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 81.51 % | 82.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,536 CHF | 205,536 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 81.27 % | 82.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,682 CHF | 206,682 CHF | 99.04% | 99.04% |
05/07/2024 | 0.97% | 81.93 % | 82.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,134 CHF | 208,134 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 82.85 % | 83.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,964 CHF | 208,964 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 82.04 % | 82.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,578 CHF | 209,578 CHF | 99.92% | 99.92% |
02/07/2024 | 0.96% | 83.30 % | 84.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,694 CHF | 209,694 CHF | 100.00% | 100.00% |