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 | 0.30% | 82.08 % | 82.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,761 CHF | 414,009 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 82.18 % | 82.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,790 CHF | 413,033 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 82.58 % | 82.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,305 CHF | 411,547 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 81.38 % | 81.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,308 CHF | 406,558 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 81.08 % | 81.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,076 CHF | 409,326 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 80.58 % | 80.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,769 CHF | 405,017 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 80.58 % | 80.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,968 CHF | 404,218 CHF | 97.13% | 97.13% |
04/07/2024 | 0.37% | 80.28 % | 80.53 % | 500,000 | 500,000 | 472,442 | 472,442 | 379,412 CHF | 380,703 CHF | 99.45% | 99.45% |
03/07/2024 | 0.56% | 80.18 % | 80.83 % | 250,000 | 250,000 | 375,538 | 375,538 | 302,046 CHF | 303,482 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 78.78 % | 79.43 % | 250,000 | 250,000 | 261,310 | 261,310 | 204,817 CHF | 206,424 CHF | 100.00% | 100.00% |