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 | 0.50% | 88.20 % | 88.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,644 CHF | 447,894 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,430 CHF | 447,680 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 88.65 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,079 CHF | 444,329 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,824 CHF | 442,074 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 87.90 % | 88.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,328 CHF | 443,578 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 87.90 % | 88.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,219 CHF | 442,469 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,238 CHF | 442,488 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,661 CHF | 442,911 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 88.05 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,873 CHF | 441,123 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 87.80 % | 88.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,938 CHF | 438,188 CHF | 99.38% | 99.38% |