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 | 0.49% | 81.65 % | 82.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,788 CHF | 408,788 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 92.30 % | 92.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,681 CHF | 460,931 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,601 CHF | 456,851 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 90.10 % | 90.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,650 CHF | 450,900 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,010 CHF | 455,260 CHF | 99.37% | 99.37% |
08/07/2024 | 0.49% | 90.80 % | 91.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,418 CHF | 457,668 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,830 CHF | 463,080 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,882 CHF | 459,132 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 91.00 % | 91.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,678 CHF | 455,928 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 90.30 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,299 CHF | 449,549 CHF | 99.37% | 99.37% |