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 | - | 65.55 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | - | 66.55 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | 1.00% | 66.46 % | 71.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,224 CHF | 183,044 CHF | 3.36% | 92.62% |
10/07/2024 | 1.00% | 76.80 % | 77.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,781 CHF | 193,708 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 78.38 % | 79.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,300 CHF | 199,281 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 79.27 % | 80.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,959 CHF | 201,958 CHF | 99.03% | 99.03% |
05/07/2024 | 1.00% | 79.31 % | 80.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,084 CHF | 201,084 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 79.41 % | 80.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,244 CHF | 201,239 CHF | 94.70% | 94.70% |
03/07/2024 | 1.00% | 75.76 % | 76.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 186,894 CHF | 188,768 CHF | 99.51% | 99.51% |
02/07/2024 | 1.00% | 71.20 % | 71.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,187 CHF | 178,967 CHF | 100.00% | 100.00% |