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% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,440 CHF | 493,440 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,816 CHF | 491,816 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,192 CHF | 493,192 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,888 CHF | 491,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,914 CHF | 492,914 CHF | 99.59% | 99.59% |
08/07/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,874 CHF | 494,874 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,412 CHF | 497,412 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,716 CHF | 498,716 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,094 CHF | 499,094 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,976 CHF | 491,976 CHF | 100.00% | 100.00% |