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% | 61.10 % | 61.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 306,774 CHF | 308,274 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 62.20 % | 62.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 307,696 CHF | 309,196 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 61.30 % | 61.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 303,341 CHF | 304,841 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 60.50 % | 60.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 297,590 CHF | 299,090 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 59.15 % | 59.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 298,162 CHF | 299,662 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 59.95 % | 60.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 303,460 CHF | 304,960 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 60.70 % | 61.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 303,114 CHF | 304,614 CHF | 99.38% | 99.38% |
04/07/2024 | 0.50% | 59.95 % | 60.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 299,756 CHF | 301,256 CHF | 99.37% | 99.37% |
03/07/2024 | 0.51% | 59.60 % | 59.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 296,270 CHF | 297,770 CHF | 99.39% | 99.39% |
02/07/2024 | 0.51% | 58.65 % | 58.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 291,842 CHF | 293,342 CHF | 99.37% | 99.37% |