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 | 0.51% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,970 CHF | 477,386 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,938 CHF | 485,438 CHF | 99.39% | 99.39% |
11/07/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,208 CHF | 484,708 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,235 CHF | 483,735 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,608 CHF | 486,108 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,038 CHF | 491,538 CHF | 99.36% | 99.36% |
05/07/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,032 CHF | 491,532 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,822 CHF | 488,322 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,596 CHF | 478,083 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,642 CHF | 473,934 CHF | 98.66% | 98.66% |