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 | 1.13% | 43.39 % | 43.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,089 CHF | 111,339 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 45.57 % | 46.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,063 CHF | 114,313 CHF | 100.00% | 100.00% |
11/07/2024 | 1.09% | 45.72 % | 46.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,634 CHF | 114,884 CHF | 100.00% | 100.00% |
10/07/2024 | 1.13% | 44.97 % | 45.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,376 CHF | 111,626 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 43.96 % | 44.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,868 CHF | 114,118 CHF | 100.00% | 100.00% |
08/07/2024 | 1.09% | 46.27 % | 46.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 114,387 CHF | 115,637 CHF | 99.67% | 99.67% |
05/07/2024 | 1.07% | 45.65 % | 46.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,128 CHF | 117,378 CHF | 99.99% | 99.99% |
04/07/2024 | 1.15% | 42.96 % | 43.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 108,429 CHF | 109,679 CHF | 100.00% | 100.00% |
03/07/2024 | 1.17% | 43.04 % | 43.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 105,980 CHF | 107,230 CHF | 99.75% | 99.75% |
02/07/2024 | 1.22% | 40.91 % | 41.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 101,710 CHF | 102,960 CHF | 100.00% | 100.00% |