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% | 72.94 % | 73.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,804 CHF | 180,600 CHF | 45.92% | 45.92% |
12/07/2024 | 0.83% | 96.38 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,725 CHF | 240,725 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 94.27 % | 95.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,998 CHF | 236,998 CHF | 99.99% | 99.99% |
10/07/2024 | 0.87% | 92.71 % | 93.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,921 CHF | 231,921 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 92.03 % | 92.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,493 CHF | 234,493 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.34 % | 94.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,574 CHF | 236,574 CHF | 94.67% | 94.67% |
05/07/2024 | 0.84% | 93.15 % | 93.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,853 CHF | 239,853 CHF | 99.99% | 99.99% |
04/07/2024 | 0.85% | 94.46 % | 95.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,339 CHF | 237,339 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 93.50 % | 94.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,507 CHF | 234,507 CHF | 99.82% | 99.82% |
02/07/2024 | 0.88% | 92.21 % | 93.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,145 CHF | 229,145 CHF | 99.98% | 99.98% |