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 | 0.63% | 78.18 % | 78.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,389 CHF | 395,889 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 79.13 % | 79.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,368 CHF | 394,868 CHF | 78.76% | 78.76% |
11/07/2024 | 0.63% | 78.68 % | 79.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,383 CHF | 400,883 CHF | 96.25% | 96.25% |
10/07/2024 | 0.59% | 84.49 % | 84.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,846 CHF | 422,346 CHF | 94.74% | 94.74% |
09/07/2024 | 0.59% | 83.87 % | 84.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,429 CHF | 421,929 CHF | 97.75% | 97.75% |
08/07/2024 | 0.60% | 82.94 % | 83.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,829 CHF | 419,329 CHF | 99.77% | 99.77% |
05/07/2024 | 0.60% | 82.66 % | 83.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,666 CHF | 417,166 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 82.86 % | 83.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,464 CHF | 416,964 CHF | 98.26% | 98.26% |
03/07/2024 | 0.60% | 82.81 % | 83.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,291 CHF | 414,791 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 82.35 % | 82.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,107 CHF | 410,607 CHF | 100.00% | 100.00% |