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 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,531 CHF | 491,531 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,635 CHF | 497,635 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,590 CHF | 495,590 CHF | 99.99% | 99.99% |
10/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,137 CHF | 492,137 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,411 CHF | 492,411 CHF | 99.58% | 99.58% |
08/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,465 CHF | 492,465 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,968 CHF | 493,968 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 499,923 | 487,145 CHF | 491,070 CHF | 99.45% | 99.45% |
03/07/2024 | 0.83% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,524 CHF | 483,524 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,642 CHF | 479,642 CHF | 100.00% | 100.00% |