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% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,966 CHF | 488,466 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,443 CHF | 483,943 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,800 CHF | 480,300 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,597 CHF | 473,876 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,200 CHF | 472,450 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,938 CHF | 469,188 CHF | 99.38% | 99.38% |
05/07/2024 | 0.48% | 93.45 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,862 CHF | 472,112 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,040 CHF | 467,290 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,378 CHF | 475,730 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,733 CHF | 477,211 CHF | 99.38% | 99.38% |