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% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,643 CHF | 442,893 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 91.60 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,710 CHF | 455,960 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,521 CHF | 454,771 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 90.50 % | 90.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,804 CHF | 453,054 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,958 CHF | 456,208 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 92.05 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,665 CHF | 465,915 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,268 CHF | 465,518 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 92.15 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,688 CHF | 459,938 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,473 CHF | 443,723 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,041 CHF | 438,291 CHF | 98.66% | 98.66% |