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 | 2.01% | 62.90 % | 65.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 319,575 CHF | 326,075 CHF | 1.28% | 100.00% |
12/07/2024 | 1.79% | 66.10 % | 67.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 334,829 CHF | 340,866 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 66.80 % | 68.00 % | 500,000 | 500,000 | 492,452 | 492,452 | 326,552 CHF | 332,697 CHF | 98.99% | 98.99% |
10/07/2024 | 1.14% | 79.10 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,506 CHF | 398,006 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 80.40 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,067 CHF | 407,642 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 81.70 % | 82.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,276 CHF | 415,776 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 81.80 % | 82.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,876 CHF | 411,376 CHF | 97.13% | 97.13% |
04/07/2024 | 0.36% | 81.70 % | 82.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,568 CHF | 413,070 CHF | 98.90% | 98.90% |
03/07/2024 | 1.26% | 77.50 % | 78.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,633 CHF | 385,442 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 72.00 % | 73.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,560 CHF | 363,023 CHF | 100.00% | 100.00% |