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 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,437 CHF | 491,437 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,863 CHF | 503,863 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,184 CHF | 503,184 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,824 CHF | 500,824 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,969 CHF | 500,969 CHF | 99.27% | 99.27% |
08/07/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,205 CHF | 502,205 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,687 CHF | 502,687 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,075 CHF | 501,075 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,849 CHF | 500,849 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,762 CHF | 498,762 CHF | 100.00% | 100.00% |