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% | 78.25 % | 78.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,345 CHF | 395,345 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 79.20 % | 79.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,099 CHF | 397,099 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 79.40 % | 79.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,364 CHF | 399,364 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 79.95 % | 80.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,011 CHF | 400,011 CHF | 99.39% | 99.39% |
09/07/2024 | 0.49% | 79.80 % | 80.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,099 CHF | 405,099 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 81.00 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,625 CHF | 409,625 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 81.40 % | 81.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,217 CHF | 409,217 CHF | 99.36% | 99.36% |
04/07/2024 | 0.49% | 80.95 % | 81.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,053 CHF | 406,053 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 80.25 % | 80.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,211 CHF | 399,211 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 78.05 % | 78.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,909 CHF | 389,909 CHF | 98.67% | 98.67% |