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 | 0.58% | 140.40 % | 141.20 % | 500,000 | 100,000 | 148,039 | 29,608 | 206,209 CHF | 41,479 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 138.30 % | 139.30 % | 500,000 | 100,000 | 148,223 | 29,645 | 204,160 CHF | 41,128 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 137.40 % | 138.40 % | 500,000 | 100,000 | 148,011 | 29,602 | 204,251 CHF | 41,147 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 136.60 % | 137.40 % | 500,000 | 100,000 | 148,321 | 29,664 | 203,788 CHF | 40,995 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 137.50 % | 138.30 % | 500,000 | 100,000 | 146,808 | 29,362 | 202,146 CHF | 40,664 CHF | 99.59% | 99.59% |
08/07/2024 | 0.72% | 137.50 % | 138.50 % | 500,000 | 100,000 | 148,027 | 29,605 | 204,762 CHF | 41,249 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 139.60 % | 140.60 % | 500,000 | 100,000 | 148,256 | 29,651 | 206,724 CHF | 41,641 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 139.50 % | 140.30 % | 50,000 | 10,000 | 49,831 | 9,966 | 69,485 CHF | 13,977 CHF | 99.45% | 99.45% |
03/07/2024 | 0.57% | 139.80 % | 140.60 % | 500,000 | 100,000 | 148,262 | 29,652 | 206,773 CHF | 41,592 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 138.70 % | 139.70 % | 500,000 | 100,000 | 148,298 | 29,666 | 205,508 CHF | 41,408 CHF | 100.00% | 100.00% |