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% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,416 CHF | 491,916 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,482 CHF | 491,982 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,096 CHF | 490,596 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,199 CHF | 487,699 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 97.00 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,903 CHF | 488,403 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,971 CHF | 489,471 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,403 CHF | 491,903 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,942 CHF | 491,442 CHF | 99.45% | 99.45% |
03/07/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,144 CHF | 489,644 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,405 CHF | 483,905 CHF | 100.00% | 100.00% |