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 | 0.70% | 71.37 % | 71.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 178,166 CHF | 179,416 CHF | 85.10% | 85.10% |
12/07/2024 | 0.68% | 72.43 % | 72.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,850 CHF | 184,100 CHF | 78.76% | 78.76% |
11/07/2024 | 0.64% | 72.90 % | 73.40 % | 250,000 | 250,000 | 249,994 | 250,000 | 198,413 CHF | 199,667 CHF | 51.29% | 51.29% |
10/07/2024 | 0.47% | 105.42 % | 105.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,530 CHF | 264,780 CHF | 94.73% | 94.73% |
09/07/2024 | 0.47% | 105.40 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,507 CHF | 264,757 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,571 CHF | 264,821 CHF | 99.77% | 99.77% |
05/07/2024 | 0.47% | 105.10 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,881 CHF | 264,131 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 104.90 % | 105.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,416 CHF | 263,666 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 97.83 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,032 CHF | 247,282 CHF | 3.92% | 3.92% |
02/07/2024 | 0.52% | 96.20 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,591 CHF | 239,841 CHF | 99.19% | 99.19% |