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% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,518 CHF | 489,518 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,785 CHF | 493,785 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,391 CHF | 490,391 CHF | 99.99% | 99.99% |
10/07/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,952 CHF | 486,952 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,156 CHF | 487,156 CHF | 99.59% | 99.59% |
08/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,686 CHF | 488,686 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,149 CHF | 490,149 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,413 CHF | 492,413 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,057 CHF | 489,057 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,731 CHF | 486,731 CHF | 99.99% | 99.99% |