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 | 0.47% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,684 CHF | 422,684 CHF | 99.38% | 99.38% |
12/07/2024 | 0.47% | 84.55 % | 84.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,509 CHF | 422,509 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 83.70 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,315 CHF | 419,315 CHF | 99.36% | 99.36% |
10/07/2024 | 0.48% | 83.35 % | 83.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,227 CHF | 417,227 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 82.95 % | 83.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,697 CHF | 418,697 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 83.00 % | 83.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,634 CHF | 417,634 CHF | 99.38% | 99.38% |
05/07/2024 | 0.48% | 82.80 % | 83.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,664 CHF | 417,664 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,087 CHF | 418,087 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 83.15 % | 83.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,412 CHF | 416,412 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 82.90 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,632 CHF | 413,632 CHF | 99.38% | 99.38% |