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 | 0.43% | 71.10 % | 71.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,513 CHF | 363,061 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 74.70 % | 75.01 % | 500,000 | 500,000 | 499,736 | 499,736 | 391,371 CHF | 392,914 CHF | 99.74% | 99.74% |
11/07/2024 | 0.37% | 84.20 % | 84.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,931 CHF | 422,474 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 83.80 % | 84.11 % | 500,000 | 500,000 | 499,735 | 499,735 | 415,199 CHF | 416,749 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 86.00 % | 86.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,759 CHF | 429,309 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 82.70 % | 83.01 % | 500,000 | 500,000 | 498,946 | 498,946 | 412,508 CHF | 414,057 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 77.30 % | 77.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,501 CHF | 389,051 CHF | 97.13% | 97.13% |
04/07/2024 | 0.40% | 77.50 % | 77.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,397 CHF | 388,947 CHF | 99.45% | 99.45% |
03/07/2024 | 0.40% | 75.70 % | 76.01 % | 500,000 | 500,000 | 497,901 | 497,901 | 387,864 CHF | 389,415 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 84.90 % | 85.21 % | 500,000 | 500,000 | 496,306 | 496,306 | 436,065 CHF | 437,616 CHF | 99.52% | 99.52% |