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% | 90.20 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,026 CHF | 457,026 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 90.80 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,908 CHF | 454,908 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 89.00 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,221 CHF | 455,221 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,298 CHF | 472,298 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 497,366 | 466,053 CHF | 467,585 CHF | 99.59% | 99.59% |
08/07/2024 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,920 CHF | 466,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,228 CHF | 468,228 CHF | 100.00% | 100.00% |
04/07/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,807 CHF | 466,807 CHF | 99.45% | 99.45% |
03/07/2024 | 0.87% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,964 CHF | 463,964 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,528 CHF | 467,528 CHF | 100.00% | 100.00% |