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 | 2.48% | 39.85 % | 40.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,854 CHF | 40,854 CHF | 37.50% | 37.50% |
12/07/2024 | 1.56% | 64.90 % | 65.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,504 CHF | 64,504 CHF | 71.86% | 71.86% |
11/07/2024 | 1.62% | 61.60 % | 62.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,290 CHF | 62,290 CHF | 96.45% | 96.45% |
10/07/2024 | 1.69% | 59.35 % | 60.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,531 CHF | 59,531 CHF | 20.84% | 20.84% |
09/07/2024 | 1.70% | 58.30 % | 59.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,448 CHF | 59,448 CHF | 6.04% | 6.04% |
08/07/2024 | 1.60% | 61.05 % | 62.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,915 CHF | 62,915 CHF | 96.01% | 96.01% |
05/07/2024 | 1.52% | 61.55 % | 62.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,259 CHF | 66,259 CHF | 88.82% | 88.82% |
04/07/2024 | 1.58% | 63.60 % | 64.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,997 CHF | 63,997 CHF | 92.46% | 92.46% |
03/07/2024 | 1.61% | 62.05 % | 63.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,712 CHF | 62,712 CHF | 73.92% | 73.92% |
02/07/2024 | 1.71% | 60.10 % | 61.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,131 CHF | 59,131 CHF | 95.84% | 95.84% |