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 | 1.13% | 67.70 % | 71.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 352,448 CHF | 356,448 CHF | 1.28% | 100.00% |
12/07/2024 | 1.09% | 72.20 % | 73.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,989 CHF | 368,989 CHF | 100.00% | 100.00% |
11/07/2024 | 1.11% | 71.90 % | 72.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,482 CHF | 361,482 CHF | 99.84% | 99.84% |
10/07/2024 | 0.96% | 83.30 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,449 CHF | 418,449 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 83.80 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,275 CHF | 426,275 CHF | 99.59% | 99.59% |
08/07/2024 | 0.93% | 84.70 % | 85.50 % | 500,000 | 500,000 | 500,000 | 499,655 | 428,217 CHF | 431,919 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 83.80 % | 84.60 % | 500,000 | 500,000 | 500,000 | 499,990 | 419,885 CHF | 423,877 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 82.70 % | 83.50 % | 500,000 | 500,000 | 499,735 | 499,735 | 416,529 CHF | 420,527 CHF | 99.46% | 99.46% |
03/07/2024 | 1.28% | 78.60 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,452 CHF | 393,452 CHF | 100.00% | 100.00% |
02/07/2024 | - | 72.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |