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% | 79.53 % | 80.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,472 CHF | 201,472 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 80.46 % | 81.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,076 CHF | 203,076 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 79.86 % | 80.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,802 CHF | 203,802 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 81.29 % | 82.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,661 CHF | 204,661 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 81.77 % | 82.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,020 CHF | 206,020 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 81.46 % | 82.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,471 CHF | 207,471 CHF | 99.34% | 99.34% |
05/07/2024 | 0.96% | 82.26 % | 83.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,175 CHF | 209,175 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 83.43 % | 84.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,338 CHF | 210,338 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 82.46 % | 83.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,562 CHF | 211,562 CHF | 99.89% | 99.89% |
02/07/2024 | 0.95% | 84.07 % | 84.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,522 CHF | 210,522 CHF | 100.00% | 100.00% |