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% | 55.32 % | 55.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,057 CHF | 140,457 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 55.13 % | 55.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,049 CHF | 139,439 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 54.48 % | 55.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,479 CHF | 137,853 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 53.80 % | 54.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,068 CHF | 134,403 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 51.96 % | 52.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,797 CHF | 132,113 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 51.57 % | 52.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,235 CHF | 130,535 CHF | 99.81% | 99.81% |
05/07/2024 | 1.00% | 51.45 % | 51.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,631 CHF | 130,931 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 51.55 % | 52.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,016 CHF | 129,307 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 51.04 % | 51.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,779 CHF | 129,061 CHF | 99.74% | 99.74% |
02/07/2024 | 1.00% | 51.26 % | 51.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,232 CHF | 129,524 CHF | 99.99% | 99.99% |