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 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,601 CHF | 497,601 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,229 CHF | 500,229 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,795 CHF | 500,795 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,931 CHF | 503,931 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,405 CHF | 503,405 CHF | 99.58% | 99.58% |
08/07/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,183 CHF | 503,183 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,856 CHF | 503,856 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,045 CHF | 512,045 CHF | 99.45% | 99.45% |
03/07/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,404 CHF | 512,404 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,543 CHF | 507,543 CHF | 100.00% | 100.00% |