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 | 2.36% | 31.87 % | 32.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 161,472 CHF | 165,319 CHF | 100.00% | 100.00% |
12/07/2024 | 2.19% | 33.47 % | 34.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 165,809 CHF | 169,482 CHF | 100.00% | 100.00% |
11/07/2024 | 2.27% | 33.67 % | 34.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 167,390 CHF | 171,232 CHF | 100.00% | 100.00% |
10/07/2024 | 2.33% | 33.37 % | 34.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 163,296 CHF | 167,146 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 32.67 % | 33.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 167,147 CHF | 170,913 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 34.67 % | 34.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 169,732 CHF | 172,506 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 34.47 % | 34.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 174,830 CHF | 177,526 CHF | 97.12% | 97.12% |
04/07/2024 | 1.72% | 31.77 % | 32.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 161,222 CHF | 163,993 CHF | 99.45% | 99.45% |
03/07/2024 | 1.76% | 31.97 % | 32.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 158,271 CHF | 161,091 CHF | 100.00% | 100.00% |
02/07/2024 | 1.54% | 30.37 % | 31.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 152,538 CHF | 154,910 CHF | 100.00% | 100.00% |