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 | 0.76% | 66.03 % | 66.53 % | 500,000 | 250,000 | 500,000 | 250,000 | 329,792 CHF | 166,146 CHF | 98.85% | 98.85% |
12/07/2024 | 0.74% | 66.87 % | 67.37 % | 500,000 | 250,000 | 500,000 | 250,000 | 337,098 CHF | 169,799 CHF | 78.76% | 78.76% |
11/07/2024 | 0.75% | 67.22 % | 67.72 % | 500,000 | 250,000 | 500,000 | 251,916 | 333,071 CHF | 169,255 CHF | 88.04% | 88.04% |
10/07/2024 | 0.64% | 77.54 % | 78.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,545 CHF | 389,045 CHF | 94.73% | 94.73% |
09/07/2024 | 0.63% | 78.50 % | 79.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,146 CHF | 398,646 CHF | 97.69% | 97.69% |
08/07/2024 | 0.62% | 80.14 % | 80.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,941 CHF | 407,441 CHF | 99.77% | 99.77% |
05/07/2024 | 0.62% | 80.06 % | 80.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,890 CHF | 404,390 CHF | 98.51% | 98.51% |
04/07/2024 | 0.62% | 79.70 % | 80.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,243 CHF | 403,743 CHF | 88.75% | 88.75% |
03/07/2024 | 0.67% | 75.86 % | 76.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,096 CHF | 375,596 CHF | 90.02% | 90.02% |
02/07/2024 | 0.70% | 71.23 % | 71.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 355,168 CHF | 357,668 CHF | 99.19% | 99.19% |