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% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,260 CHF | 479,760 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,871 CHF | 478,371 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,429 CHF | 487,929 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,456 CHF | 483,956 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,745 CHF | 490,245 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,889 CHF | 491,389 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,450 CHF | 488,950 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,817 CHF | 488,317 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,362 CHF | 486,862 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,614 CHF | 476,996 CHF | 98.66% | 98.66% |