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 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,070 CHF | 486,570 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,801 CHF | 485,301 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,139 CHF | 479,639 CHF | 99.36% | 99.36% |
10/07/2024 | 0.48% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 499,989 | 472,153 CHF | 474,397 CHF | 99.35% | 99.35% |
09/07/2024 | 0.51% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,681 CHF | 477,109 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 94.30 % | 94.75 % | 500,000 | 500,000 | 500,000 | 499,989 | 472,276 CHF | 474,585 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,695 CHF | 473,950 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 499,965 | 471,934 CHF | 474,166 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 499,987 | 468,235 CHF | 470,472 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 499,966 | 461,924 CHF | 464,141 CHF | 99.37% | 99.37% |