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 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,609 CHF | 482,609 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,654 CHF | 483,654 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,900 CHF | 482,900 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,243 CHF | 480,243 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,536 CHF | 480,536 CHF | 99.58% | 99.58% |
08/07/2024 | 0.83% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,955 CHF | 481,955 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,726 CHF | 479,726 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,105 CHF | 479,105 CHF | 99.45% | 99.45% |
03/07/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,618 CHF | 476,618 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,674 CHF | 472,674 CHF | 100.00% | 100.00% |