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 | 0.79% | 63.04 % | 63.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 157,403 CHF | 158,653 CHF | 94.06% | 94.06% |
12/07/2024 | 0.77% | 63.86 % | 64.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,003 CHF | 162,253 CHF | 78.76% | 78.76% |
11/07/2024 | 0.78% | 64.22 % | 64.72 % | 250,000 | 250,000 | 251,914 | 251,914 | 160,425 CHF | 161,684 CHF | 88.13% | 88.13% |
10/07/2024 | 0.67% | 74.27 % | 74.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,148 CHF | 372,648 CHF | 94.73% | 94.73% |
09/07/2024 | 0.66% | 75.25 % | 75.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,643 CHF | 382,143 CHF | 97.52% | 97.52% |
08/07/2024 | 0.64% | 76.83 % | 77.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,365 CHF | 390,865 CHF | 99.77% | 99.77% |
05/07/2024 | 0.65% | 76.87 % | 77.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,965 CHF | 388,465 CHF | 98.23% | 98.23% |
04/07/2024 | 0.65% | 76.55 % | 77.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,675 CHF | 388,175 CHF | 88.20% | 88.20% |
03/07/2024 | 0.70% | 72.72 % | 73.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,735 CHF | 360,235 CHF | 90.02% | 90.02% |
02/07/2024 | 0.73% | 68.18 % | 68.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 339,860 CHF | 342,360 CHF | 99.19% | 99.19% |