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 | 0.74% | 67.11 % | 67.61 % | 500,000 | 250,000 | 500,000 | 250,000 | 335,211 CHF | 168,856 CHF | 98.86% | 98.86% |
12/07/2024 | 0.73% | 67.98 % | 68.48 % | 500,000 | 250,000 | 500,000 | 250,000 | 342,665 CHF | 172,583 CHF | 78.76% | 78.76% |
11/07/2024 | 0.74% | 68.34 % | 68.84 % | 500,000 | 250,000 | 500,000 | 251,916 | 338,681 CHF | 172,081 CHF | 88.04% | 88.04% |
10/07/2024 | 0.64% | 78.67 % | 79.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,223 CHF | 394,723 CHF | 94.73% | 94.73% |
09/07/2024 | 0.62% | 79.65 % | 80.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,874 CHF | 404,374 CHF | 97.68% | 97.68% |
08/07/2024 | 0.61% | 81.29 % | 81.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,722 CHF | 413,222 CHF | 99.77% | 99.77% |
05/07/2024 | 0.61% | 81.25 % | 81.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,855 CHF | 410,355 CHF | 98.51% | 98.51% |
04/07/2024 | 0.61% | 80.90 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,251 CHF | 409,751 CHF | 88.76% | 88.76% |
03/07/2024 | 0.66% | 77.03 % | 77.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,096 CHF | 381,596 CHF | 90.02% | 90.02% |
02/07/2024 | 0.69% | 72.43 % | 72.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,168 CHF | 363,668 CHF | 99.19% | 99.19% |