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 | 0.82% | 59.90 % | 60.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 302,475 CHF | 304,975 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 61.89 % | 62.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 307,422 CHF | 309,922 CHF | 73.40% | 73.40% |
11/07/2024 | 0.80% | 62.08 % | 62.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 309,699 CHF | 312,199 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 61.80 % | 62.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 304,503 CHF | 307,003 CHF | 94.73% | 94.73% |
09/07/2024 | 0.81% | 60.81 % | 61.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 309,129 CHF | 311,629 CHF | 97.75% | 97.75% |
08/07/2024 | 0.80% | 62.80 % | 63.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 311,104 CHF | 313,604 CHF | 99.77% | 99.77% |
05/07/2024 | 0.79% | 62.48 % | 62.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 316,907 CHF | 319,407 CHF | 99.33% | 99.33% |
04/07/2024 | 0.83% | 59.77 % | 60.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 300,410 CHF | 302,910 CHF | 98.26% | 98.26% |
03/07/2024 | 0.84% | 59.97 % | 60.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 296,815 CHF | 299,315 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 58.06 % | 58.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 289,065 CHF | 291,565 CHF | 99.27% | 99.27% |