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 | 1.75% | 87.70 % | 88.70 % | 500,000 | 500,000 | 148,198 | 148,198 | 130,015 CHF | 131,776 CHF | 100.00% | 100.00% |
12/07/2024 | - | 87.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | 1.80% | 86.20 % | 87.20 % | 500,000 | 500,000 | 147,963 | 147,961 | 127,433 CHF | 129,190 CHF | 99.99% | 99.99% |
10/07/2024 | - | 87.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 1.51% | 89.50 % | 90.30 % | 500,000 | 500,000 | 146,824 | 146,824 | 131,941 CHF | 133,403 CHF | 99.59% | 99.59% |
08/07/2024 | 1.48% | 90.80 % | 91.60 % | 500,000 | 500,000 | 148,249 | 148,249 | 135,328 CHF | 136,798 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 91.00 % | 92.00 % | 500,000 | 500,000 | 148,256 | 148,256 | 135,041 CHF | 136,805 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 91.70 % | 93.60 % | 50,000 | 50,000 | 49,645 | 49,645 | 45,504 CHF | 46,302 CHF | 99.45% | 99.45% |
03/07/2024 | 1.48% | 91.30 % | 92.10 % | 500,000 | 500,000 | 148,268 | 148,268 | 135,817 CHF | 137,289 CHF | 100.00% | 100.00% |
02/07/2024 | 1.69% | 91.70 % | 92.70 % | 500,000 | 500,000 | 148,352 | 148,352 | 136,035 CHF | 137,802 CHF | 100.00% | 100.00% |