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 | 500,000 | 491,096 CHF | 495,096 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,402 CHF | 492,402 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,823 CHF | 492,823 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,744 CHF | 500,744 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,806 CHF | 501,806 CHF | 99.59% | 99.59% |
08/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,528 CHF | 500,528 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,409 CHF | 499,409 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,974 CHF | 498,974 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,067 CHF | 498,067 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,019 CHF | 498,019 CHF | 100.00% | 100.00% |