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 | 475,620 CHF | 478,067 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,858 CHF | 477,354 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,502 CHF | 473,752 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,805 CHF | 471,055 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,267 CHF | 472,517 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 93.70 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,988 CHF | 471,238 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,815 CHF | 471,065 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,202 CHF | 471,452 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,014 CHF | 469,264 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,266 CHF | 465,516 CHF | 99.38% | 99.38% |