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 | 0.89% | 89.80 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,588 CHF | 452,588 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,667 CHF | 459,667 CHF | 100.00% | 100.00% |
11/07/2024 | 1.11% | 90.00 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,653 CHF | 451,653 CHF | 99.85% | 99.85% |
10/07/2024 | 0.83% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,521 CHF | 486,521 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,649 CHF | 488,649 CHF | 99.27% | 99.27% |
08/07/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,862 CHF | 487,862 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,559 CHF | 482,559 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 499,735 | 499,735 | 475,898 CHF | 479,897 CHF | 99.45% | 99.45% |
03/07/2024 | 0.87% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,417 CHF | 463,417 CHF | 100.00% | 100.00% |
02/07/2024 | 1.11% | 89.40 % | 90.40 % | 500,000 | 500,000 | 500,000 | 499,802 | 446,078 CHF | 450,898 CHF | 100.00% | 100.00% |