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 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,276 CHF | 461,526 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,868 CHF | 455,118 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,311 CHF | 450,561 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 89.00 % | 89.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,369 CHF | 442,619 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 87.40 % | 87.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,638 CHF | 440,888 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,972 CHF | 437,222 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 87.00 % | 87.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,226 CHF | 440,476 CHF | 99.07% | 99.07% |
04/07/2024 | 0.52% | 87.00 % | 87.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,910 CHF | 435,160 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,952 CHF | 444,202 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 88.95 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,461 CHF | 445,711 CHF | 99.37% | 99.37% |