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 | 0.54% | 91.55 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,173 CHF | 464,673 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 92.60 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,027 CHF | 463,527 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 91.80 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,543 CHF | 460,043 CHF | 99.90% | 99.90% |
10/07/2024 | 0.55% | 91.20 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,554 CHF | 457,054 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 90.80 % | 91.30 % | 500,000 | 500,000 | 500,000 | 499,989 | 455,878 CHF | 458,368 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 90.80 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,313 CHF | 456,813 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 90.60 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,726 CHF | 457,226 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 90.90 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,284 CHF | 456,784 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 91.00 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,141 CHF | 456,641 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 90.85 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,173 CHF | 453,673 CHF | 100.00% | 100.00% |