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% | 76.54 % | 77.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,545 CHF | 195,490 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 76.88 % | 77.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,698 CHF | 193,625 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 75.00 % | 75.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,344 CHF | 189,225 CHF | 62.40% | 62.40% |
10/07/2024 | 1.00% | 73.05 % | 73.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,514 CHF | 182,324 CHF | 99.99% | 99.99% |
09/07/2024 | 1.00% | 70.49 % | 71.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,909 CHF | 182,725 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 72.55 % | 73.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,775 CHF | 184,613 CHF | 99.23% | 99.23% |
05/07/2024 | 1.00% | 72.66 % | 73.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,103 CHF | 181,907 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 71.70 % | 72.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,392 CHF | 181,192 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 71.81 % | 72.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,305 CHF | 183,129 CHF | 99.84% | 99.84% |
02/07/2024 | 1.00% | 72.12 % | 72.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,083 CHF | 185,930 CHF | 100.00% | 100.00% |