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% | 73.96 % | 74.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,198 CHF | 186,048 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 75.11 % | 75.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,804 CHF | 190,701 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 74.54 % | 75.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,963 CHF | 186,822 CHF | 91.32% | 91.32% |
10/07/2024 | 0.94% | 84.56 % | 85.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,188 CHF | 213,188 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 85.94 % | 86.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,009 CHF | 218,009 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,373 CHF | 220,373 CHF | 99.50% | 99.50% |
05/07/2024 | 0.92% | 86.74 % | 87.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,447 CHF | 219,447 CHF | 100.00% | 100.00% |
04/07/2024 | 0.92% | 86.59 % | 87.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,274 CHF | 219,274 CHF | 94.70% | 94.70% |
03/07/2024 | 0.97% | 83.32 % | 84.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,608 CHF | 207,607 CHF | 99.85% | 99.85% |
02/07/2024 | 1.00% | 78.51 % | 79.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,461 CHF | 197,427 CHF | 100.00% | 100.00% |