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% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,889 CHF | 489,389 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,359 CHF | 488,859 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,263 CHF | 485,763 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,860 CHF | 483,360 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,292 CHF | 484,792 CHF | 67.73% | 67.73% |
08/07/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,160 CHF | 483,660 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,030 CHF | 483,530 CHF | 99.07% | 99.07% |
04/07/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,420 CHF | 483,920 CHF | 98.55% | 98.55% |
03/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,616 CHF | 482,116 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,588 CHF | 479,088 CHF | 99.37% | 99.37% |