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 | 0.87% | 95.60 % | 97.30 % | 50,000 | 50,000 | 481,399 | 481,399 | 462,564 CHF | 466,434 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 96.20 % | 97.90 % | 50,000 | 50,000 | 481,462 | 481,462 | 463,663 CHF | 467,533 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 96.60 % | 98.30 % | 50,000 | 50,000 | 481,349 | 481,349 | 464,929 CHF | 468,799 CHF | 100.00% | 100.00% |
10/07/2024 | 0.87% | 96.40 % | 98.10 % | 50,000 | 50,000 | 481,413 | 481,413 | 461,964 CHF | 465,834 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 95.80 % | 97.50 % | 50,000 | 50,000 | 481,245 | 481,245 | 461,096 CHF | 464,965 CHF | 99.59% | 99.59% |
08/07/2024 | 0.87% | 96.10 % | 97.70 % | 50,000 | 50,000 | 481,318 | 481,318 | 463,688 CHF | 467,557 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 94.80 % | 96.50 % | 50,000 | 50,000 | 481,330 | 481,330 | 458,170 CHF | 462,039 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 94.80 % | 96.50 % | 50,000 | 50,000 | 481,232 | 481,232 | 457,165 CHF | 461,034 CHF | 99.45% | 99.45% |
03/07/2024 | 0.88% | 94.90 % | 96.60 % | 50,000 | 50,000 | 481,344 | 481,344 | 457,574 CHF | 461,444 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 94.50 % | 96.20 % | 50,000 | 50,000 | 481,305 | 481,305 | 454,717 CHF | 458,586 CHF | 100.00% | 100.00% |