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 | 0.52% | 86.10 % | 86.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,220 CHF | 437,470 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 87.45 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,030 CHF | 437,280 CHF | 90.89% | 90.89% |
11/07/2024 | 0.52% | 86.60 % | 87.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,697 CHF | 433,947 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,487 CHF | 431,737 CHF | 99.36% | 99.36% |
09/07/2024 | 0.52% | 85.80 % | 86.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,010 CHF | 433,260 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 85.85 % | 86.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,904 CHF | 432,154 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 85.60 % | 86.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,935 CHF | 432,185 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 86.10 % | 86.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,389 CHF | 432,639 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 86.00 % | 86.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,622 CHF | 430,872 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 85.75 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,716 CHF | 427,951 CHF | 99.38% | 99.38% |