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 | 0.69% | 72.19 % | 72.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 362,607 CHF | 365,107 CHF | 28.19% | 28.19% |
12/07/2024 | 0.66% | 75.28 % | 75.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,117 CHF | 381,617 CHF | 29.08% | 29.08% |
11/07/2024 | 0.63% | 71.41 % | 71.91 % | 500,000 | 500,000 | 498,374 | 500,000 | 397,418 CHF | 401,076 CHF | 4.47% | 4.47% |
10/07/2024 | 0.53% | 93.81 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,156 CHF | 470,656 CHF | 94.72% | 94.72% |
09/07/2024 | 0.52% | 94.74 % | 95.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,411 CHF | 477,911 CHF | 95.15% | 95.15% |
08/07/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,008 CHF | 485,508 CHF | 46.10% | 46.10% |
05/07/2024 | 0.52% | 95.73 % | 96.23 % | 500,000 | 500,000 | 500,000 | 499,980 | 480,952 CHF | 483,433 CHF | 53.59% | 53.59% |
04/07/2024 | 0.52% | 95.53 % | 96.03 % | 500,000 | 500,000 | 499,874 | 500,000 | 479,176 CHF | 481,795 CHF | 96.80% | 96.80% |
03/07/2024 | 0.58% | 85.41 % | 85.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,549 CHF | 432,049 CHF | 3.92% | 3.92% |
02/07/2024 | 0.59% | 84.42 % | 84.92 % | 500,000 | 500,000 | 500,000 | 499,987 | 419,376 CHF | 421,866 CHF | 99.19% | 99.19% |