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 | 0.67% | 74.60 % | 75.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,016 CHF | 375,516 CHF | 99.99% | 99.99% |
12/07/2024 | 0.68% | 73.83 % | 74.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,396 CHF | 369,896 CHF | 78.76% | 78.76% |
11/07/2024 | 0.68% | 72.87 % | 73.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,057 CHF | 366,557 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 72.27 % | 72.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,587 CHF | 360,087 CHF | 94.72% | 94.72% |
09/07/2024 | 0.70% | 70.95 % | 71.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 355,753 CHF | 358,253 CHF | 97.75% | 97.75% |
08/07/2024 | 0.71% | 70.60 % | 71.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 353,189 CHF | 355,689 CHF | 99.77% | 99.77% |
05/07/2024 | 0.70% | 70.62 % | 71.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 355,558 CHF | 358,058 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 70.60 % | 71.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 351,349 CHF | 353,849 CHF | 98.26% | 98.26% |
03/07/2024 | 0.70% | 71.40 % | 71.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,144 CHF | 360,644 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 72.05 % | 72.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 359,111 CHF | 361,611 CHF | 100.00% | 100.00% |