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 | 1.87% | 41.08 % | 41.83 % | 500,000 | 500,000 | 494,970 | 494,970 | 201,614 CHF | 205,329 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 41.38 % | 42.13 % | 500,000 | 500,000 | 494,970 | 494,970 | 204,289 CHF | 207,999 CHF | 100.00% | 100.00% |
11/07/2024 | 1.87% | 41.38 % | 42.13 % | 500,000 | 500,000 | 494,970 | 494,970 | 201,467 CHF | 205,174 CHF | 100.00% | 100.00% |
10/07/2024 | 1.87% | 40.68 % | 41.43 % | 500,000 | 500,000 | 494,970 | 494,970 | 201,808 CHF | 205,525 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 41.48 % | 42.23 % | 500,000 | 500,000 | 494,753 | 494,753 | 215,011 CHF | 218,836 CHF | 95.88% | 95.88% |
08/07/2024 | 1.82% | 45.48 % | 46.33 % | 500,000 | 500,000 | 494,939 | 494,939 | 227,563 CHF | 231,644 CHF | 99.39% | 99.39% |
05/07/2024 | 1.76% | 43.98 % | 44.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 221,458 CHF | 225,387 CHF | 86.63% | 86.63% |
04/07/2024 | 0.71% | 36.28 % | 36.53 % | 500,000 | 500,000 | 494,942 | 494,942 | 179,428 CHF | 180,668 CHF | 99.45% | 99.45% |
03/07/2024 | 0.72% | 36.88 % | 37.13 % | 500,000 | 500,000 | 494,969 | 494,969 | 178,202 CHF | 179,441 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 34.98 % | 35.23 % | 500,000 | 500,000 | 494,968 | 494,968 | 169,481 CHF | 170,719 CHF | 100.00% | 100.00% |