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% | 78.90 % | 79.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,926 CHF | 397,926 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 80.20 % | 80.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,030 CHF | 399,030 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 79.15 % | 79.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,827 CHF | 393,827 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 78.20 % | 78.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,917 CHF | 386,917 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,620 CHF | 387,620 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 77.50 % | 77.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,704 CHF | 393,704 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 78.35 % | 78.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,179 CHF | 393,179 CHF | 99.38% | 99.38% |
04/07/2024 | 0.52% | 77.45 % | 77.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,278 CHF | 389,278 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 77.00 % | 77.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,099 CHF | 385,099 CHF | 99.38% | 99.38% |
02/07/2024 | 0.53% | 75.90 % | 76.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,580 CHF | 379,580 CHF | 99.37% | 99.37% |