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% | 50.76 % | 51.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,264 CHF | 128,540 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 51.49 % | 52.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,502 CHF | 129,797 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 53.00 % | 53.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,029 CHF | 132,340 CHF | 99.96% | 99.96% |
10/07/2024 | 1.00% | 52.22 % | 52.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 130,741 CHF | 132,057 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 51.71 % | 52.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,489 CHF | 134,832 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 53.81 % | 54.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,309 CHF | 134,648 CHF | 99.91% | 99.91% |
05/07/2024 | 1.00% | 54.35 % | 54.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,945 CHF | 137,313 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 53.94 % | 54.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,001 CHF | 136,354 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 55.12 % | 55.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,794 CHF | 138,171 CHF | 99.05% | 99.05% |
02/07/2024 | 1.00% | 53.72 % | 54.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 131,146 CHF | 132,463 CHF | 99.99% | 99.99% |