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 | 0.49% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,573 CHF | 455,823 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,037 CHF | 456,287 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,343 CHF | 454,593 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,823 CHF | 449,073 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 89.20 % | 89.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,598 CHF | 451,848 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 88.80 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,588 CHF | 446,838 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 88.85 % | 89.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,414 CHF | 446,664 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 88.75 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,873 CHF | 445,123 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,544 CHF | 443,794 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 86.70 % | 87.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,527 CHF | 432,777 CHF | 98.66% | 98.66% |