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% | 77.45 % | 77.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,039 CHF | 391,039 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 78.35 % | 78.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,706 CHF | 392,706 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 78.50 % | 78.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,989 CHF | 394,989 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,621 CHF | 395,621 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 78.90 % | 79.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 398,444 CHF | 400,444 CHF | 99.38% | 99.38% |
08/07/2024 | 0.50% | 80.05 % | 80.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,659 CHF | 404,659 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 80.40 % | 80.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,128 CHF | 404,128 CHF | 99.36% | 99.36% |
04/07/2024 | 0.50% | 79.95 % | 80.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,088 CHF | 401,088 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 79.30 % | 79.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,601 CHF | 394,601 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 77.20 % | 77.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,739 CHF | 385,739 CHF | 98.66% | 98.66% |