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 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,460 CHF | 485,460 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,668 CHF | 483,668 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,691 CHF | 488,691 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,501 CHF | 507,501 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,354 CHF | 507,354 CHF | 99.27% | 99.27% |
08/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,036 CHF | 504,036 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,318 CHF | 503,318 CHF | 100.00% | 100.00% |
04/07/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,706 CHF | 502,706 CHF | 99.45% | 99.45% |
03/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,067 CHF | 502,067 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,290 CHF | 501,290 CHF | 100.00% | 100.00% |