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% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,408 CHF | 446,658 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 87.95 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,984 CHF | 440,234 CHF | 90.89% | 90.89% |
11/07/2024 | 0.52% | 86.80 % | 87.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,582 CHF | 435,832 CHF | 99.37% | 99.37% |
10/07/2024 | 0.53% | 86.10 % | 86.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,816 CHF | 428,066 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 84.55 % | 84.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,079 CHF | 426,214 CHF | 67.72% | 67.72% |
08/07/2024 | 0.47% | 84.10 % | 84.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,676 CHF | 422,676 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 84.15 % | 84.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,672 CHF | 425,827 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 84.15 % | 84.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,613 CHF | 420,613 CHF | 98.56% | 98.56% |
03/07/2024 | 0.53% | 85.15 % | 85.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,188 CHF | 429,438 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 86.00 % | 86.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,619 CHF | 430,869 CHF | 99.38% | 99.38% |