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 | 0.53% | 75.45 % | 75.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,296 CHF | 381,296 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,848 CHF | 382,848 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 75.85 % | 76.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,897 CHF | 376,785 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 75.00 % | 75.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,519 CHF | 375,327 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 73.85 % | 74.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 373,789 CHF | 375,665 CHF | 99.37% | 99.37% |
08/07/2024 | 0.53% | 75.50 % | 75.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,585 CHF | 379,585 CHF | 99.36% | 99.36% |
05/07/2024 | 0.53% | 75.50 % | 75.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 379,374 CHF | 381,374 CHF | 99.36% | 99.36% |
04/07/2024 | 0.53% | 75.55 % | 75.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,172 CHF | 380,172 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 75.35 % | 75.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,549 CHF | 376,495 CHF | 99.17% | 99.17% |
02/07/2024 | 0.47% | 73.95 % | 74.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,969 CHF | 372,719 CHF | 98.67% | 98.67% |