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% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,136 CHF | 483,636 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 499,953 | 483,485 CHF | 485,939 CHF | 99.39% | 99.39% |
11/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,859 CHF | 482,359 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,110 CHF | 478,600 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,828 CHF | 475,180 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,752 CHF | 484,252 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,577 CHF | 489,077 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,537 CHF | 489,037 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,042 CHF | 488,542 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,033 CHF | 481,533 CHF | 98.66% | 98.66% |