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 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,706 CHF | 482,206 CHF | 99.80% | 99.80% |
12/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,503 CHF | 497,003 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,236 CHF | 495,736 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,062 CHF | 493,562 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,721 CHF | 495,221 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,463 CHF | 494,963 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,546 CHF | 496,046 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,391 CHF | 494,891 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,441 CHF | 493,941 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,446 CHF | 490,946 CHF | 100.00% | 100.00% |