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 | 0.32% | 94.90 % | 95.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 472,777 CHF | 474,265 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 96.10 % | 96.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,278 CHF | 474,766 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 95.60 % | 95.90 % | 500,000 | 500,000 | 494,970 | 494,960 | 474,044 CHF | 475,523 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 94.30 % | 94.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 461,641 CHF | 463,706 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 92.30 % | 93.20 % | 500,000 | 500,000 | 495,442 | 495,404 | 458,345 CHF | 461,748 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 93.90 % | 94.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 465,116 CHF | 466,603 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 93.60 % | 93.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 467,069 CHF | 468,557 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 93.60 % | 93.90 % | 500,000 | 500,000 | 494,942 | 494,942 | 463,286 CHF | 464,774 CHF | 99.45% | 99.45% |
03/07/2024 | 0.33% | 94.00 % | 94.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 463,765 CHF | 465,253 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 93.00 % | 93.30 % | 500,000 | 500,000 | 494,810 | 494,810 | 455,526 CHF | 458,108 CHF | 96.95% | 96.95% |