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% | 65.46 % | 66.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,590 CHF | 165,233 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 66.49 % | 67.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,604 CHF | 169,289 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 66.52 % | 67.19 % | 250,000 | 205,000 | 249,912 | 223,222 | 165,800 CHF | 149,656 CHF | 89.81% | 89.81% |
10/07/2024 | 0.99% | 80.46 % | 81.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,959 CHF | 202,959 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 82.21 % | 83.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,519 CHF | 208,519 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 82.55 % | 83.35 % | 250,000 | 230,000 | 250,000 | 236,570 | 208,021 CHF | 198,761 CHF | 99.03% | 99.03% |
05/07/2024 | 0.96% | 82.53 % | 83.33 % | 250,000 | 240,000 | 250,000 | 246,187 | 207,077 CHF | 205,900 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 82.71 % | 83.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,512 CHF | 209,512 CHF | 94.69% | 94.69% |
03/07/2024 | 1.00% | 79.59 % | 80.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,525 CHF | 198,498 CHF | 99.80% | 99.80% |
02/07/2024 | 1.00% | 75.36 % | 76.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,684 CHF | 189,568 CHF | 100.00% | 100.00% |