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 | 1.03% | 79.39 % | 80.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,142 CHF | 399,242 CHF | 99.99% | 99.99% |
12/07/2024 | 1.26% | 79.30 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,775 CHF | 399,775 CHF | 100.00% | 100.00% |
11/07/2024 | 1.26% | 79.70 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,122 CHF | 399,122 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 79.09 % | 79.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,180 CHF | 396,280 CHF | 100.00% | 100.00% |
09/07/2024 | 1.04% | 78.09 % | 78.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,939 CHF | 396,039 CHF | 99.59% | 99.59% |
08/07/2024 | 1.25% | 79.00 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,881 CHF | 401,881 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 81.60 % | 82.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,987 CHF | 416,987 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 82.79 % | 83.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,063 CHF | 414,163 CHF | 99.45% | 99.45% |
03/07/2024 | 0.99% | 82.29 % | 83.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,356 CHF | 415,456 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 80.70 % | 81.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,556 CHF | 411,556 CHF | 100.00% | 100.00% |