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% | 79.50 % | 79.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,809 CHF | 401,809 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 80.75 % | 81.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,530 CHF | 403,530 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 80.00 % | 80.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,961 CHF | 396,961 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 79.00 % | 79.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,286 CHF | 395,286 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 77.75 % | 78.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,658 CHF | 395,658 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 79.55 % | 79.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,843 CHF | 399,843 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 79.60 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,970 CHF | 401,970 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 79.60 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,508 CHF | 400,508 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 79.35 % | 79.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,389 CHF | 396,389 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 77.80 % | 78.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,297 CHF | 392,297 CHF | 98.67% | 98.67% |