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 | 0.50% | 88.65 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,384 CHF | 448,634 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 89.20 % | 89.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,312 CHF | 445,562 CHF | 90.88% | 90.88% |
11/07/2024 | 0.51% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,993 CHF | 443,243 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,179 CHF | 444,429 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 88.50 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,696 CHF | 446,946 CHF | 67.71% | 67.71% |
08/07/2024 | 0.51% | 88.70 % | 89.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,482 CHF | 444,732 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 87.20 % | 87.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,882 CHF | 439,132 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 87.50 % | 87.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,488 CHF | 441,738 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 88.50 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,602 CHF | 443,852 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 88.50 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,723 CHF | 441,973 CHF | 99.37% | 99.37% |