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 | 0.50% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,196 CHF | 475,569 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,789 CHF | 475,068 CHF | 90.89% | 90.89% |
11/07/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,494 CHF | 471,744 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,076 CHF | 469,326 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,485 CHF | 470,735 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,319 CHF | 469,569 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 93.10 % | 93.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,210 CHF | 469,460 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,614 CHF | 469,864 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 93.45 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,693 CHF | 467,943 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,423 CHF | 464,673 CHF | 99.37% | 99.37% |