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% | 87.95 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,136 CHF | 444,386 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 89.05 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,178 CHF | 444,428 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 88.60 % | 89.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,098 CHF | 453,348 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,436 CHF | 488,936 CHF | 99.35% | 99.35% |
09/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,007 CHF | 487,507 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,541 CHF | 484,041 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,422 CHF | 480,922 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,665 CHF | 481,165 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,273 CHF | 478,773 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,284 CHF | 473,565 CHF | 99.38% | 99.38% |