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 | 0.78% | 63.15 % | 63.65 % | 500,000 | 50,000 | 500,000 | 50,000 | 317,187 CHF | 31,967 CHF | 99.38% | 99.38% |
12/07/2024 | 0.78% | 64.35 % | 64.85 % | 500,000 | 50,000 | 500,000 | 50,000 | 318,155 CHF | 32,066 CHF | 99.38% | 99.38% |
11/07/2024 | 0.73% | 63.35 % | 63.85 % | 500,000 | 50,000 | 500,000 | 50,000 | 313,547 CHF | 31,583 CHF | 99.38% | 99.38% |
10/07/2024 | 0.73% | 62.55 % | 63.00 % | 500,000 | 50,000 | 500,000 | 50,000 | 307,331 CHF | 30,958 CHF | 99.38% | 99.38% |
09/07/2024 | 0.73% | 61.10 % | 61.55 % | 500,000 | 50,000 | 500,000 | 50,000 | 308,040 CHF | 31,029 CHF | 99.38% | 99.38% |
08/07/2024 | 0.74% | 61.95 % | 62.40 % | 500,000 | 50,000 | 500,000 | 50,000 | 313,567 CHF | 31,590 CHF | 99.36% | 99.36% |
05/07/2024 | 0.72% | 62.70 % | 63.15 % | 500,000 | 50,000 | 500,000 | 50,000 | 313,190 CHF | 31,544 CHF | 99.38% | 99.38% |
04/07/2024 | 0.72% | 61.90 % | 62.35 % | 500,000 | 50,000 | 500,000 | 50,000 | 309,542 CHF | 31,179 CHF | 99.38% | 99.38% |
03/07/2024 | 0.73% | 61.50 % | 61.95 % | 500,000 | 50,000 | 500,000 | 50,000 | 305,921 CHF | 30,817 CHF | 99.38% | 99.38% |
02/07/2024 | 0.74% | 60.55 % | 61.00 % | 500,000 | 50,000 | 500,000 | 50,000 | 301,105 CHF | 30,336 CHF | 99.37% | 99.37% |