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% | 85.00 % | 85.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,994 CHF | 429,204 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 86.00 % | 86.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,050 CHF | 429,233 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 85.55 % | 86.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,823 CHF | 437,073 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,093 CHF | 471,343 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,100 CHF | 469,350 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,079 CHF | 466,329 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,461 CHF | 462,711 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 92.05 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,838 CHF | 463,088 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 92.15 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,563 CHF | 460,813 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 91.60 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,363 CHF | 455,613 CHF | 99.38% | 99.38% |