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 | 0.96% | 82.00 % | 82.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,226 CHF | 419,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 84.90 % | 85.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,505 CHF | 447,505 CHF | 99.74% | 99.74% |
11/07/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,999 CHF | 475,999 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,398 CHF | 472,398 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,286 CHF | 480,286 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,241 CHF | 474,241 CHF | 100.00% | 100.00% |
05/07/2024 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,399 CHF | 459,399 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,760 CHF | 459,760 CHF | 99.45% | 99.45% |
03/07/2024 | 0.87% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,966 CHF | 460,966 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,931 CHF | 491,931 CHF | 100.00% | 100.00% |