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% | 55.25 % | 55.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,886 CHF | 139,271 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 68.17 % | 68.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,512 CHF | 168,185 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 65.00 % | 65.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,608 CHF | 163,233 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 63.04 % | 63.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 154,841 CHF | 156,397 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 62.09 % | 62.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 159,371 CHF | 160,974 CHF | 94.32% | 94.32% |
08/07/2024 | 1.00% | 64.45 % | 65.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,124 CHF | 164,766 CHF | 94.44% | 94.44% |
05/07/2024 | 1.00% | 65.00 % | 65.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,784 CHF | 172,501 CHF | 99.99% | 99.99% |
04/07/2024 | 1.00% | 66.78 % | 67.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,444 CHF | 167,107 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 65.38 % | 66.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,224 CHF | 162,843 CHF | 99.77% | 99.77% |
02/07/2024 | 1.00% | 63.38 % | 64.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,671 CHF | 155,216 CHF | 100.00% | 100.00% |