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 | 0.48% | 82.65 % | 83.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,157 CHF | 417,157 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 83.55 % | 83.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,131 CHF | 417,131 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 83.15 % | 83.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,687 CHF | 424,781 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 91.75 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,641 CHF | 457,891 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,786 CHF | 456,036 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,726 CHF | 452,976 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 89.30 % | 89.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,347 CHF | 449,597 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 89.45 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,669 CHF | 449,919 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 89.50 % | 89.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,414 CHF | 447,664 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 88.95 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,370 CHF | 442,620 CHF | 99.38% | 99.38% |