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 | 0.47% | 63.40 % | 63.70 % | 500,000 | 500,000 | 500,000 | 499,999 | 316,165 CHF | 317,664 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 79.70 % | 80.10 % | 500,000 | 500,000 | 500,000 | 499,999 | 390,008 CHF | 392,007 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 76.20 % | 76.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,271 CHF | 381,267 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 73.95 % | 74.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 364,000 CHF | 365,750 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 72.95 % | 73.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,013 CHF | 375,877 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 75.45 % | 75.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,199 CHF | 383,193 CHF | 99.35% | 99.35% |
05/07/2024 | 0.50% | 75.85 % | 76.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,460 CHF | 398,460 CHF | 99.38% | 99.38% |
04/07/2024 | 0.52% | 77.85 % | 78.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,253 CHF | 388,253 CHF | 99.37% | 99.37% |
03/07/2024 | 0.51% | 76.35 % | 76.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,922 CHF | 379,856 CHF | 99.38% | 99.38% |
02/07/2024 | 0.48% | 74.45 % | 74.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 362,331 CHF | 364,081 CHF | 99.36% | 99.36% |