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 | 0.32% | 93.10 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,492 CHF | 466,992 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 93.90 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,419 CHF | 470,919 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 93.70 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,250 CHF | 468,750 CHF | 100.00% | 100.00% |
10/07/2024 | 0.32% | 93.10 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,212 CHF | 468,712 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 93.30 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,444 CHF | 466,944 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 93.20 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,763 CHF | 465,263 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 93.60 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,346 CHF | 466,846 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 92.80 % | 93.10 % | 500,000 | 500,000 | 499,684 | 499,684 | 466,933 CHF | 468,433 CHF | 99.46% | 99.46% |
03/07/2024 | 0.33% | 91.50 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,418 CHF | 457,918 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 91.30 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,499 CHF | 457,999 CHF | 100.00% | 100.00% |