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 | 0.33% | 89.20 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,057 CHF | 451,557 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 89.80 % | 90.10 % | 500,000 | 500,000 | 500,000 | 499,977 | 451,376 CHF | 452,855 CHF | 99.99% | 99.99% |
11/07/2024 | 0.33% | 91.30 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,252 CHF | 453,752 CHF | 99.99% | 99.99% |
10/07/2024 | 0.33% | 89.30 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,790 CHF | 450,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 90.00 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,337 CHF | 453,837 CHF | 99.68% | 99.68% |
08/07/2024 | 0.33% | 90.00 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,523 CHF | 455,023 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 91.00 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,394 CHF | 456,894 CHF | 97.13% | 97.13% |
04/07/2024 | 0.33% | 90.10 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,455 CHF | 450,955 CHF | 99.45% | 99.45% |
03/07/2024 | 0.34% | 88.60 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,389 CHF | 444,889 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 88.10 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,503 CHF | 438,003 CHF | 100.00% | 100.00% |