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 | 1.65% | 71.00 % | 73.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 360,398 CHF | 366,398 CHF | 1.28% | 100.00% |
12/07/2024 | 1.39% | 74.30 % | 75.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,151 CHF | 381,397 CHF | 100.00% | 100.00% |
11/07/2024 | 1.44% | 74.70 % | 75.80 % | 500,000 | 500,000 | 499,737 | 499,737 | 371,049 CHF | 376,418 CHF | 99.35% | 99.35% |
10/07/2024 | 0.34% | 87.10 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,202 CHF | 435,702 CHF | 100.00% | 100.00% |
09/07/2024 | 0.34% | 88.30 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,629 CHF | 446,129 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 89.20 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,115 CHF | 452,615 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 88.70 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,371 CHF | 445,871 CHF | 97.13% | 97.13% |
04/07/2024 | 0.34% | 88.80 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,639 CHF | 448,139 CHF | 98.90% | 98.90% |
03/07/2024 | 0.40% | 85.50 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,919 CHF | 423,592 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 79.60 % | 80.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,557 CHF | 402,057 CHF | 100.00% | 100.00% |