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% | 86.15 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,979 CHF | 431,190 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,285 CHF | 475,618 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,837 CHF | 472,087 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,736 CHF | 466,986 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,603 CHF | 470,853 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,593 CHF | 472,843 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,063 CHF | 477,507 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 94.65 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,693 CHF | 473,943 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,886 CHF | 471,136 CHF | 99.38% | 99.38% |
02/07/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,341 CHF | 465,591 CHF | 99.37% | 99.37% |