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% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,043 CHF | 488,543 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,257 CHF | 485,757 CHF | 90.89% | 90.89% |
11/07/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,866 CHF | 483,366 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,835 CHF | 479,335 CHF | 99.36% | 99.36% |
09/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,965 CHF | 478,465 CHF | 67.73% | 67.73% |
08/07/2024 | 0.51% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,031 CHF | 476,465 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,046 CHF | 478,546 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,961 CHF | 475,289 CHF | 98.57% | 98.57% |
03/07/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,295 CHF | 480,795 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,397 CHF | 481,897 CHF | 99.38% | 99.38% |