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% | 74.75 % | 75.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 372,893 CHF | 74,943 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 89.10 % | 89.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 440,294 CHF | 88,509 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 86.90 % | 87.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 433,247 CHF | 87,099 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 85.40 % | 85.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 423,106 CHF | 85,051 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 84.75 % | 85.15 % | 500,000 | 100,000 | 500,000 | 100,000 | 429,677 CHF | 86,382 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 86.40 % | 86.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 434,443 CHF | 87,339 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 86.70 % | 87.15 % | 500,000 | 100,000 | 500,000 | 100,000 | 443,986 CHF | 89,247 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 87.90 % | 88.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 437,671 CHF | 87,984 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 87.00 % | 87.45 % | 500,000 | 100,000 | 500,000 | 100,000 | 432,362 CHF | 86,922 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 85.70 % | 86.15 % | 500,000 | 100,000 | 500,000 | 293,368 | 421,969 CHF | 248,027 CHF | 99.37% | 99.37% |