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 | 0.85% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,606 CHF | 474,606 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,018 CHF | 477,018 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,039 CHF | 487,039 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,428 CHF | 494,428 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,138 CHF | 495,138 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,265 CHF | 494,265 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,293 CHF | 502,293 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,329 CHF | 507,329 CHF | 99.46% | 99.46% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,510 CHF | 507,510 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,924 CHF | 500,924 CHF | 99.99% | 99.99% |