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% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,810 CHF | 480,310 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,047 CHF | 479,547 CHF | 90.89% | 90.89% |
11/07/2024 | 0.51% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,834 CHF | 477,276 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,106 CHF | 474,356 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,035 CHF | 475,400 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,400 CHF | 475,716 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,488 CHF | 479,988 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,320 CHF | 478,820 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,951 CHF | 476,381 CHF | 99.33% | 99.33% |
02/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,179 CHF | 469,429 CHF | 99.38% | 99.38% |