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% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,149 CHF | 494,149 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,805 CHF | 494,805 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,421 CHF | 496,421 CHF | 100.00% | 100.00% |
10/07/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,068 CHF | 494,068 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,114 CHF | 493,114 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,095 CHF | 495,095 CHF | 99.99% | 99.99% |
05/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,774 CHF | 494,774 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,872 CHF | 494,872 CHF | 99.45% | 99.45% |
03/07/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,404 CHF | 494,404 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,497 CHF | 491,497 CHF | 100.00% | 100.00% |