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 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,567 CHF | 487,067 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,108 CHF | 486,608 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,753 CHF | 485,253 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,848 CHF | 483,348 CHF | 99.36% | 99.36% |
09/07/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 499,992 | 481,594 CHF | 484,086 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,797 CHF | 485,297 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,238 CHF | 485,738 CHF | 99.07% | 99.07% |
04/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,329 CHF | 485,829 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,299 CHF | 484,799 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,632 CHF | 482,132 CHF | 99.38% | 99.38% |