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 | 0.31% | 97.00 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,452 CHF | 489,952 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,563 CHF | 487,063 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,105 CHF | 483,605 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,061 CHF | 481,561 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 95.80 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,341 CHF | 484,841 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 96.60 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,247 CHF | 484,747 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 96.90 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,148 CHF | 486,648 CHF | 96.93% | 96.93% |
04/07/2024 | 0.31% | 96.30 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,313 CHF | 482,813 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,893 CHF | 480,393 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 94.60 % | 94.90 % | 500,000 | 500,000 | 499,737 | 499,737 | 474,358 CHF | 475,858 CHF | 100.00% | 100.00% |