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 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 499,898 | 499,898 | 477,592 CHF | 481,591 CHF | 99.99% | 99.99% |
12/07/2024 | 1.04% | 96.20 % | 97.20 % | 500,000 | 500,000 | 499,957 | 499,957 | 478,937 CHF | 483,937 CHF | 100.00% | 100.00% |
11/07/2024 | 1.06% | 95.90 % | 96.90 % | 500,000 | 500,000 | 499,972 | 499,972 | 471,451 CHF | 476,450 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,002 CHF | 470,002 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 93.00 % | 93.80 % | 500,000 | 500,000 | 499,950 | 499,950 | 464,219 CHF | 468,219 CHF | 99.58% | 99.58% |
08/07/2024 | 1.07% | 93.30 % | 94.30 % | 500,000 | 500,000 | 499,944 | 499,881 | 466,008 CHF | 470,949 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 95.80 % | 96.80 % | 500,000 | 500,000 | 499,901 | 499,901 | 482,116 CHF | 487,116 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,242 CHF | 485,242 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 499,944 | 499,944 | 484,326 CHF | 488,325 CHF | 99.99% | 99.99% |
02/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 499,724 | 499,724 | 487,251 CHF | 492,249 CHF | 100.00% | 100.00% |