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% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,957 CHF | 480,957 CHF | 99.99% | 99.99% |
12/07/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,285 CHF | 482,285 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,418 CHF | 477,418 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,716 CHF | 475,716 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,208 CHF | 475,208 CHF | 99.58% | 99.58% |
08/07/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,697 CHF | 477,697 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,821 CHF | 477,821 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,551 CHF | 477,551 CHF | 99.45% | 99.45% |
03/07/2024 | 0.85% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,028 CHF | 475,028 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,372 CHF | 470,372 CHF | 100.00% | 100.00% |