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 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,683 CHF | 497,683 CHF | 99.70% | 99.70% |
12/07/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,626 CHF | 497,626 CHF | 99.38% | 99.38% |
11/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,203 CHF | 495,203 CHF | 99.63% | 99.63% |
10/07/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,502 CHF | 491,502 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,526 CHF | 488,526 CHF | 99.59% | 99.59% |
08/07/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,334 CHF | 486,334 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,165 CHF | 488,165 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,472 CHF | 485,472 CHF | 99.45% | 99.45% |
03/07/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,845 CHF | 486,845 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,814 CHF | 485,814 CHF | 100.00% | 100.00% |