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 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,116 CHF | 488,116 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,752 CHF | 490,752 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,324 CHF | 489,324 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,834 CHF | 488,834 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,212 CHF | 488,212 CHF | 99.58% | 99.58% |
08/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,294 CHF | 487,294 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,375 CHF | 487,375 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,318 CHF | 489,318 CHF | 99.46% | 99.46% |
03/07/2024 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,339 CHF | 481,339 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,495 CHF | 479,495 CHF | 100.00% | 100.00% |