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 | 0.60% | 99.29 % | 99.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,158 CHF | 500,158 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 99.43 % | 100.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,653 CHF | 499,653 CHF | 78.49% | 78.49% |
11/07/2024 | 0.60% | 99.30 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,396 CHF | 499,396 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 99.19 % | 99.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,840 CHF | 498,840 CHF | 94.72% | 94.72% |
09/07/2024 | 0.60% | 99.01 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,435 CHF | 498,435 CHF | 97.74% | 97.74% |
08/07/2024 | 0.60% | 99.13 % | 99.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,646 CHF | 498,646 CHF | 99.79% | 99.79% |
05/07/2024 | 0.60% | 99.05 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,698 CHF | 498,698 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 99.15 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,890 CHF | 498,890 CHF | 98.27% | 98.27% |
03/07/2024 | 0.60% | 99.08 % | 99.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,276 CHF | 498,276 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 98.93 % | 99.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,578 CHF | 497,578 CHF | 100.00% | 100.00% |