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 | 0.68% | 116.80 % | 117.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 586,113 CHF | 590,113 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 116.80 % | 117.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 579,485 CHF | 583,485 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 116.80 % | 117.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 581,294 CHF | 585,294 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 115.30 % | 116.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 573,827 CHF | 577,827 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 114.00 % | 114.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,994 CHF | 579,994 CHF | 99.59% | 99.59% |
08/07/2024 | 0.69% | 114.20 % | 115.00 % | 500,000 | 500,000 | 499,919 | 500,000 | 574,045 CHF | 578,139 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 115.10 % | 115.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,432 CHF | 581,432 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 115.90 % | 116.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 579,296 CHF | 583,296 CHF | 99.46% | 99.46% |
03/07/2024 | 0.69% | 115.30 % | 116.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,582 CHF | 579,582 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 113.40 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 564,481 CHF | 568,481 CHF | 100.00% | 100.00% |