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% | 57.85 % | 58.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,687 CHF | 292,187 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 59.00 % | 59.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 291,590 CHF | 293,090 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 58.10 % | 58.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,380 CHF | 288,880 CHF | 99.38% | 99.38% |
10/07/2024 | 0.53% | 57.35 % | 57.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 281,809 CHF | 283,309 CHF | 99.38% | 99.38% |
09/07/2024 | 0.53% | 56.05 % | 56.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 282,417 CHF | 283,917 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 56.80 % | 57.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,470 CHF | 288,970 CHF | 99.36% | 99.36% |
05/07/2024 | 0.52% | 57.50 % | 57.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,121 CHF | 288,621 CHF | 99.38% | 99.38% |
04/07/2024 | 0.53% | 56.75 % | 57.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 283,897 CHF | 285,397 CHF | 99.38% | 99.38% |
03/07/2024 | 0.53% | 56.40 % | 56.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 280,566 CHF | 282,066 CHF | 99.38% | 99.38% |
02/07/2024 | 0.54% | 55.55 % | 55.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 276,257 CHF | 277,757 CHF | 99.38% | 99.38% |