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 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,973 CHF | 496,973 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,193 CHF | 497,193 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,710 CHF | 497,710 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,087 CHF | 495,087 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,136 CHF | 494,136 CHF | 99.59% | 99.59% |
08/07/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,002 CHF | 496,002 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,023 CHF | 495,023 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,424 CHF | 494,424 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,513 CHF | 502,513 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,543 CHF | 499,543 CHF | 100.00% | 100.00% |