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 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,607 CHF | 492,607 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,196 CHF | 494,196 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 499,750 | 487,640 CHF | 491,395 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,634 CHF | 489,634 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,655 CHF | 489,655 CHF | 99.58% | 99.58% |
08/07/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,605 CHF | 490,605 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,700 CHF | 491,700 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,250 CHF | 492,250 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,103 CHF | 491,103 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,651 CHF | 486,651 CHF | 100.00% | 100.00% |