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 | 0.58% | 85.72 % | 86.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,640 CHF | 429,140 CHF | 91.00% | 91.00% |
12/07/2024 | 0.53% | 95.59 % | 96.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,275 CHF | 476,775 CHF | 78.76% | 78.76% |
11/07/2024 | 0.53% | 94.47 % | 94.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,170 CHF | 473,670 CHF | 99.99% | 99.99% |
10/07/2024 | 0.54% | 93.01 % | 93.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,006 CHF | 465,506 CHF | 94.73% | 94.73% |
09/07/2024 | 0.54% | 92.57 % | 93.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,614 CHF | 468,114 CHF | 97.76% | 97.76% |
08/07/2024 | 0.53% | 93.37 % | 93.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,700 CHF | 472,200 CHF | 99.77% | 99.77% |
05/07/2024 | 0.52% | 94.00 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,891 CHF | 478,391 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 94.71 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,357 CHF | 474,857 CHF | 98.25% | 98.25% |
03/07/2024 | 0.53% | 94.21 % | 94.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,037 CHF | 471,537 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 92.90 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,947 CHF | 462,447 CHF | 100.00% | 100.00% |