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% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,517 CHF | 485,017 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,371 CHF | 486,871 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,038 CHF | 485,538 CHF | 98.89% | 98.89% |
10/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,935 CHF | 501,435 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,862 CHF | 502,362 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,743 CHF | 503,243 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,017 CHF | 502,517 CHF | 98.69% | 98.69% |
04/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,756 CHF | 502,256 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,834 CHF | 498,334 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,484 CHF | 493,984 CHF | 99.37% | 99.37% |