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% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,987 CHF | 477,434 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,640 CHF | 479,075 CHF | 99.39% | 99.39% |
11/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,280 CHF | 479,780 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,569 CHF | 476,987 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,027 CHF | 479,527 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,694 CHF | 481,194 CHF | 99.36% | 99.36% |
05/07/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,598 CHF | 482,098 CHF | 99.35% | 99.35% |
04/07/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,682 CHF | 477,148 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,282 CHF | 470,532 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,420 CHF | 462,670 CHF | 98.67% | 98.67% |