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% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,026 CHF | 454,276 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,534 CHF | 455,784 CHF | 99.39% | 99.39% |
11/07/2024 | 0.50% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,336 CHF | 450,586 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 88.95 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,716 CHF | 446,966 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 87.35 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,336 CHF | 443,586 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 90.35 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,272 CHF | 456,522 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 92.00 % | 92.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,536 CHF | 465,786 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 92.40 % | 92.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,372 CHF | 464,622 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 92.50 % | 92.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,926 CHF | 463,176 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,231 CHF | 453,481 CHF | 98.67% | 98.67% |