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 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,401 CHF | 480,901 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 499,923 | 478,201 CHF | 480,627 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,078 CHF | 485,578 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,773 CHF | 501,273 CHF | 99.36% | 99.36% |
09/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,936 CHF | 500,436 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,990 CHF | 499,490 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,565 CHF | 498,065 CHF | 99.07% | 99.07% |
04/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,595 CHF | 498,095 CHF | 98.55% | 98.55% |
03/07/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,415 CHF | 496,915 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,832 CHF | 494,332 CHF | 99.38% | 99.38% |