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 | 0.92% | 53.82 % | 54.32 % | 500,000 | 50,000 | 500,000 | 50,000 | 270,706 CHF | 27,321 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 54.97 % | 55.47 % | 500,000 | 50,000 | 499,977 | 50,000 | 273,348 CHF | 27,586 CHF | 78.76% | 78.76% |
11/07/2024 | 0.92% | 54.26 % | 54.76 % | 500,000 | 50,000 | 499,983 | 50,000 | 270,793 CHF | 27,330 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 53.20 % | 53.70 % | 500,000 | 50,000 | 500,000 | 50,000 | 262,446 CHF | 26,495 CHF | 94.73% | 94.73% |
09/07/2024 | 0.95% | 51.95 % | 52.45 % | 500,000 | 50,000 | 500,000 | 50,000 | 261,509 CHF | 26,401 CHF | 97.77% | 97.77% |
08/07/2024 | 0.93% | 53.29 % | 53.79 % | 500,000 | 50,000 | 500,000 | 50,000 | 267,041 CHF | 26,954 CHF | 99.78% | 99.78% |
05/07/2024 | 0.92% | 53.25 % | 53.75 % | 500,000 | 50,000 | 500,000 | 50,000 | 269,098 CHF | 27,160 CHF | 99.97% | 99.97% |
04/07/2024 | 0.93% | 53.35 % | 53.85 % | 500,000 | 50,000 | 500,000 | 50,000 | 266,622 CHF | 26,912 CHF | 98.27% | 98.27% |
03/07/2024 | 0.93% | 53.53 % | 54.03 % | 500,000 | 50,000 | 500,000 | 50,000 | 266,255 CHF | 26,876 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 52.85 % | 53.35 % | 500,000 | 50,000 | 500,000 | 50,000 | 262,188 CHF | 26,469 CHF | 100.00% | 100.00% |