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 | 0.62% | 127.70 % | 128.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 642,011 CHF | 646,011 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 127.80 % | 128.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 636,470 CHF | 641,470 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 126.60 % | 127.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 632,458 CHF | 637,458 CHF | 99.99% | 99.99% |
10/07/2024 | 0.64% | 125.70 % | 126.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 623,894 CHF | 627,894 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 124.70 % | 125.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 626,354 CHF | 630,354 CHF | 99.58% | 99.58% |
08/07/2024 | 0.80% | 124.30 % | 125.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 621,895 CHF | 626,895 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 123.60 % | 124.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 621,938 CHF | 626,938 CHF | 100.00% | 100.00% |
04/07/2024 | 0.64% | 124.30 % | 125.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 619,429 CHF | 623,429 CHF | 99.45% | 99.45% |
03/07/2024 | 0.64% | 124.00 % | 124.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 619,476 CHF | 623,476 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 123.30 % | 124.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 612,394 CHF | 617,394 CHF | 100.00% | 100.00% |