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 | 0.39% | 77.40 % | 77.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,029 CHF | 388,529 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 77.90 % | 78.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,454 CHF | 393,954 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 78.90 % | 79.20 % | 500,000 | 500,000 | 499,734 | 499,734 | 390,828 CHF | 392,328 CHF | 99.36% | 99.36% |
10/07/2024 | 0.35% | 84.90 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,557 CHF | 425,057 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 86.30 % | 86.60 % | 500,000 | 500,000 | 499,736 | 499,736 | 431,256 CHF | 432,756 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 86.90 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,496 CHF | 439,996 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 86.70 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,916 CHF | 435,416 CHF | 97.13% | 97.13% |
04/07/2024 | 0.34% | 87.00 % | 87.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,873 CHF | 438,373 CHF | 98.90% | 98.90% |
03/07/2024 | 0.36% | 84.40 % | 84.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,311 CHF | 418,811 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 80.50 % | 80.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,619 CHF | 404,119 CHF | 100.00% | 100.00% |