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 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,010 CHF | 482,010 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,962 CHF | 478,962 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,288 CHF | 478,288 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,915 CHF | 477,915 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,759 CHF | 476,759 CHF | 99.58% | 99.58% |
08/07/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,927 CHF | 476,927 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,534 CHF | 480,534 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,918 CHF | 476,918 CHF | 99.45% | 99.45% |
03/07/2024 | 0.85% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,179 CHF | 475,179 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,868 CHF | 474,868 CHF | 100.00% | 100.00% |