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 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 499,709 | 472,445 CHF | 476,163 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,582 CHF | 500,582 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,455 CHF | 499,455 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,598 CHF | 510,598 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,413 CHF | 512,413 CHF | 99.27% | 99.27% |
08/07/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,541 CHF | 513,541 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,636 CHF | 513,636 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,916 CHF | 511,916 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,777 CHF | 510,777 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,981 CHF | 505,981 CHF | 100.00% | 100.00% |