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% | 86.33 % | 86.83 % | 200,000 | 50,000 | 200,000 | 50,000 | 172,601 CHF | 43,400 CHF | 99.99% | 99.99% |
12/07/2024 | 0.59% | 85.41 % | 85.91 % | 200,000 | 50,000 | 200,000 | 50,000 | 170,030 CHF | 42,757 CHF | 78.76% | 78.76% |
11/07/2024 | 0.59% | 84.33 % | 84.83 % | 200,000 | 50,000 | 200,000 | 50,000 | 168,544 CHF | 42,386 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 83.66 % | 84.16 % | 200,000 | 50,000 | 200,000 | 50,000 | 165,616 CHF | 41,654 CHF | 94.72% | 94.72% |
09/07/2024 | 0.61% | 82.16 % | 82.66 % | 200,000 | 50,000 | 200,000 | 50,000 | 164,765 CHF | 41,441 CHF | 97.74% | 97.74% |
08/07/2024 | 0.61% | 81.76 % | 82.26 % | 200,000 | 50,000 | 200,000 | 50,000 | 163,606 CHF | 41,152 CHF | 99.77% | 99.77% |
05/07/2024 | 0.61% | 81.79 % | 82.29 % | 200,000 | 50,000 | 200,000 | 50,000 | 164,686 CHF | 41,421 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 81.76 % | 82.26 % | 200,000 | 50,000 | 200,000 | 50,000 | 162,773 CHF | 40,943 CHF | 98.26% | 98.26% |
03/07/2024 | 0.60% | 82.65 % | 83.15 % | 200,000 | 50,000 | 200,000 | 50,000 | 165,820 CHF | 41,705 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 83.42 % | 83.92 % | 200,000 | 50,000 | 200,000 | 50,000 | 166,320 CHF | 41,830 CHF | 100.00% | 100.00% |