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 | 0.88% | 94.00 % | 95.70 % | 50,000 | 50,000 | 481,323 | 481,323 | 455,477 CHF | 459,346 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 96.70 % | 98.40 % | 50,000 | 50,000 | 481,447 | 481,447 | 463,838 CHF | 467,707 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 95.80 % | 97.50 % | 50,000 | 50,000 | 481,345 | 481,345 | 459,087 CHF | 462,956 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 95.10 % | 96.80 % | 50,000 | 50,000 | 481,460 | 481,460 | 456,813 CHF | 460,682 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 94.10 % | 95.70 % | 50,000 | 50,000 | 481,244 | 481,244 | 455,603 CHF | 459,471 CHF | 99.59% | 99.59% |
08/07/2024 | 0.87% | 94.70 % | 96.30 % | 50,000 | 50,000 | 481,297 | 481,297 | 458,065 CHF | 461,934 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 94.70 % | 96.30 % | 50,000 | 50,000 | 481,468 | 481,468 | 455,159 CHF | 459,029 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 95.20 % | 96.90 % | 50,000 | 50,000 | 481,241 | 481,241 | 457,266 CHF | 461,134 CHF | 99.45% | 99.45% |
03/07/2024 | 0.89% | 94.70 % | 96.40 % | 50,000 | 50,000 | 481,344 | 481,344 | 448,078 CHF | 451,948 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 93.40 % | 95.10 % | 50,000 | 50,000 | 481,426 | 481,426 | 451,925 CHF | 455,794 CHF | 99.99% | 99.99% |