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% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 499,985 | 476,048 CHF | 480,034 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,506 CHF | 502,506 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 499,998 | 500,000 | 497,957 CHF | 501,959 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,914 CHF | 498,914 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,900 CHF | 499,900 CHF | 99.27% | 99.27% |
08/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,170 CHF | 501,170 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,485 CHF | 502,485 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,128 CHF | 501,128 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,808 CHF | 500,808 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,470 CHF | 496,470 CHF | 100.00% | 100.00% |