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% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,814 CHF | 484,314 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,139 CHF | 480,639 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,159 CHF | 477,655 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,145 CHF | 472,395 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,934 CHF | 471,184 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,362 CHF | 468,612 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,867 CHF | 471,117 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,853 CHF | 467,103 CHF | 98.57% | 98.57% |
03/07/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,732 CHF | 473,982 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,965 CHF | 475,224 CHF | 99.38% | 99.38% |