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 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,546 CHF | 483,546 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,776 CHF | 484,776 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,673 CHF | 485,673 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,016 CHF | 486,016 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,443 CHF | 484,443 CHF | 99.59% | 99.59% |
08/07/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,195 CHF | 485,195 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,111 CHF | 487,111 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,603 CHF | 488,603 CHF | 99.45% | 99.45% |
03/07/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,642 CHF | 480,642 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,624 CHF | 478,624 CHF | 100.00% | 100.00% |