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% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,575 CHF | 481,072 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,816 CHF | 480,316 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,830 CHF | 476,206 CHF | 99.36% | 99.36% |
10/07/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,672 CHF | 472,922 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,466 CHF | 474,756 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,981 CHF | 473,231 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 93.70 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,748 CHF | 472,998 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,195 CHF | 473,445 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,740 CHF | 470,990 CHF | 99.33% | 99.33% |
02/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,754 CHF | 467,004 CHF | 99.37% | 99.37% |