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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 486,728 | 491,252 CHF | 482,087 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,216 CHF | 490,216 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,224 CHF | 490,224 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,813 CHF | 484,813 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,322 CHF | 483,322 CHF | 99.59% | 99.59% |
08/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,501 CHF | 479,501 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,742 CHF | 485,742 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,403 CHF | 482,403 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,535 CHF | 486,535 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,728 CHF | 487,728 CHF | 100.00% | 100.00% |