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 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,571 CHF | 469,821 CHF | 99.36% | 99.36% |
12/07/2024 | 0.49% | 92.75 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,073 CHF | 464,323 CHF | 90.89% | 90.89% |
11/07/2024 | 0.49% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,977 CHF | 460,227 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,891 CHF | 453,141 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,253 CHF | 451,503 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 89.15 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,980 CHF | 448,230 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 89.25 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,998 CHF | 451,248 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 89.20 % | 89.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,053 CHF | 446,303 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 90.20 % | 90.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,351 CHF | 454,601 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,795 CHF | 456,045 CHF | 99.37% | 99.37% |