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% | 75.85 % | 76.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,013 CHF | 193,942 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 78.84 % | 79.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,326 CHF | 196,279 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 76.61 % | 77.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,946 CHF | 193,875 CHF | 68.12% | 68.12% |
10/07/2024 | 1.00% | 73.42 % | 74.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,506 CHF | 179,292 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 69.12 % | 69.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,939 CHF | 177,709 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 73.62 % | 74.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,933 CHF | 186,792 CHF | 99.71% | 99.71% |
05/07/2024 | 1.00% | 73.52 % | 74.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,572 CHF | 189,457 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 73.38 % | 74.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,293 CHF | 185,134 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 73.70 % | 74.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,429 CHF | 184,264 CHF | 99.75% | 99.75% |
02/07/2024 | 1.00% | 71.25 % | 71.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,706 CHF | 177,472 CHF | 98.48% | 98.48% |