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 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,997 CHF | 457,997 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 91.10 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,750 CHF | 457,750 CHF | 100.00% | 100.00% |
11/07/2024 | 1.09% | 90.20 % | 91.20 % | 500,000 | 500,000 | 500,000 | 499,749 | 455,644 CHF | 460,410 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,495 CHF | 476,495 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,126 CHF | 472,126 CHF | 99.27% | 99.27% |
08/07/2024 | 1.06% | 93.10 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,304 CHF | 472,304 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,103 CHF | 473,103 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,581 CHF | 470,581 CHF | 99.45% | 99.45% |
03/07/2024 | 0.86% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,121 CHF | 468,121 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 94.40 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,077 CHF | 474,077 CHF | 100.00% | 100.00% |