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 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,134 CHF | 501,134 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,230 CHF | 498,230 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,704 CHF | 496,704 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,647 CHF | 493,647 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,225 CHF | 496,225 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,488 CHF | 496,488 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,818 CHF | 497,818 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,902 CHF | 495,902 CHF | 99.46% | 99.46% |
03/07/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,451 CHF | 492,451 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,605 CHF | 492,605 CHF | 100.00% | 100.00% |