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 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,694 CHF | 472,945 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,416 CHF | 472,666 CHF | 90.89% | 90.89% |
11/07/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 499,883 | 476,314 CHF | 478,695 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,598 CHF | 495,098 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,922 CHF | 494,422 CHF | 67.72% | 67.72% |
08/07/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,883 CHF | 493,383 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,327 CHF | 491,827 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,176 CHF | 491,676 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,640 CHF | 490,140 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,379 CHF | 487,879 CHF | 99.38% | 99.38% |