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 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,570 CHF | 498,570 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,807 CHF | 498,807 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,925 CHF | 494,925 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,200 CHF | 491,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,186 CHF | 492,186 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,551 CHF | 493,551 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,486 CHF | 494,486 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,411 CHF | 494,411 CHF | 99.45% | 99.45% |
03/07/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,612 CHF | 490,612 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,127 CHF | 490,127 CHF | 100.00% | 100.00% |