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% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,968 CHF | 435,218 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,205 CHF | 434,455 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 87.30 % | 87.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,013 CHF | 436,263 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 85.30 % | 85.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,753 CHF | 426,913 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 85.15 % | 85.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,189 CHF | 427,411 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 85.45 % | 85.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,958 CHF | 432,208 CHF | 99.35% | 99.35% |
05/07/2024 | 0.52% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,104 CHF | 436,354 CHF | 99.38% | 99.38% |
04/07/2024 | 0.52% | 86.80 % | 87.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,354 CHF | 435,604 CHF | 99.37% | 99.37% |
03/07/2024 | 0.52% | 86.75 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,178 CHF | 434,428 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 85.25 % | 85.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,390 CHF | 425,472 CHF | 99.37% | 99.37% |