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 | 0.35% | 89.40 % | 89.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,540 CHF | 448,088 CHF | 100.00% | 100.00% |
12/07/2024 | 0.35% | 87.50 % | 87.81 % | 500,000 | 500,000 | 499,736 | 499,736 | 440,911 CHF | 442,454 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 90.40 % | 90.71 % | 500,000 | 500,000 | 499,471 | 499,471 | 447,057 CHF | 448,599 CHF | 99.35% | 99.35% |
10/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,079 CHF | 484,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,683 CHF | 487,233 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,391 CHF | 486,939 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,848 CHF | 481,398 CHF | 97.13% | 97.13% |
04/07/2024 | 0.32% | 95.10 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,884 CHF | 478,434 CHF | 99.07% | 99.07% |
03/07/2024 | 0.34% | 93.10 % | 93.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,863 CHF | 463,413 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 90.10 % | 90.41 % | 500,000 | 500,000 | 500,000 | 499,892 | 449,530 CHF | 450,981 CHF | 100.00% | 100.00% |