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% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,038 CHF | 247,038 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,630 CHF | 496,630 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,312 CHF | 495,312 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 265,961 | 265,961 | 262,843 CHF | 264,971 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 418,370 | 418,370 | 414,003 CHF | 417,350 CHF | 99.58% | 99.58% |
08/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 498,553 | 498,553 | 492,336 CHF | 496,325 CHF | 96.64% | 96.64% |
05/07/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,857 CHF | 503,857 CHF | 99.34% | 99.34% |
04/07/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,009 CHF | 505,009 CHF | 99.45% | 99.45% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 487,759 | 487,759 | 491,402 CHF | 495,304 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 267,778 | 267,778 | 268,121 CHF | 270,263 CHF | 100.00% | 100.00% |