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 | 0.66% | 37.38 % | 37.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 189,643 CHF | 190,891 CHF | 100.00% | 100.00% |
12/07/2024 | 1.08% | 38.68 % | 39.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 193,401 CHF | 195,506 CHF | 100.00% | 100.00% |
11/07/2024 | 1.67% | 38.88 % | 39.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 194,124 CHF | 197,401 CHF | 100.00% | 100.00% |
10/07/2024 | 0.98% | 39.08 % | 39.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 190,787 CHF | 192,663 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 38.28 % | 38.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 195,076 CHF | 197,000 CHF | 100.00% | 100.00% |
08/07/2024 | 1.90% | 39.48 % | 40.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 194,940 CHF | 198,689 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 39.18 % | 39.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 200,334 CHF | 204,084 CHF | 97.13% | 97.13% |
04/07/2024 | 2.01% | 36.68 % | 37.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 185,089 CHF | 188,839 CHF | 99.46% | 99.46% |
03/07/2024 | 1.47% | 36.88 % | 37.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 182,799 CHF | 185,508 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 35.68 % | 35.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 177,162 CHF | 178,411 CHF | 100.00% | 100.00% |