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% | 74.65 % | 75.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,925 CHF | 187,794 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 74.43 % | 75.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,873 CHF | 186,727 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 73.46 % | 74.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,526 CHF | 184,361 CHF | 99.99% | 99.99% |
10/07/2024 | 1.00% | 74.24 % | 74.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,772 CHF | 186,625 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 70.50 % | 71.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,469 CHF | 177,237 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 71.17 % | 71.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,188 CHF | 179,980 CHF | 99.67% | 99.67% |
05/07/2024 | 1.00% | 70.43 % | 71.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 176,116 CHF | 177,884 CHF | 99.99% | 99.99% |
04/07/2024 | 1.00% | 67.88 % | 68.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,782 CHF | 170,479 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 67.11 % | 67.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,083 CHF | 170,784 CHF | 99.72% | 99.72% |
02/07/2024 | 1.00% | 65.38 % | 66.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,045 CHF | 162,663 CHF | 100.00% | 100.00% |