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 | 0.48% | 81.85 % | 82.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,618 CHF | 414,618 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 83.55 % | 83.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,663 CHF | 416,663 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 82.30 % | 82.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,787 CHF | 405,787 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 80.75 % | 81.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,190 CHF | 403,190 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 78.95 % | 79.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,527 CHF | 403,527 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 81.55 % | 81.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,879 CHF | 409,879 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 81.55 % | 81.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,659 CHF | 412,659 CHF | 99.35% | 99.35% |
04/07/2024 | 0.49% | 81.50 % | 81.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,480 CHF | 410,480 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 81.15 % | 81.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,196 CHF | 404,196 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 78.65 % | 79.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,420 CHF | 397,420 CHF | 98.66% | 98.66% |