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% | 72.15 % | 72.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 362,724 CHF | 364,474 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 73.25 % | 73.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,282 CHF | 366,032 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 72.60 % | 72.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,540 CHF | 360,290 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 71.70 % | 72.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,116 CHF | 358,866 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 70.60 % | 70.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,436 CHF | 359,186 CHF | 99.38% | 99.38% |
08/07/2024 | 0.48% | 72.25 % | 72.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,239 CHF | 362,989 CHF | 99.36% | 99.36% |
05/07/2024 | 0.48% | 72.25 % | 72.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 363,040 CHF | 364,790 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 72.25 % | 72.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 361,784 CHF | 363,534 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 72.05 % | 72.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,211 CHF | 359,961 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 70.65 % | 71.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 354,569 CHF | 356,319 CHF | 98.66% | 98.66% |