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% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,814 CHF | 491,814 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,305 CHF | 493,305 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,508 CHF | 495,508 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,691 CHF | 489,691 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,765 CHF | 486,765 CHF | 99.58% | 99.58% |
08/07/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,757 CHF | 486,757 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 499,942 | 476,578 CHF | 481,522 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,072 CHF | 480,072 CHF | 99.45% | 99.45% |
03/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,312 CHF | 480,312 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 94.60 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,926 CHF | 477,926 CHF | 99.99% | 99.99% |