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% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,862 CHF | 435,112 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 87.20 % | 87.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,241 CHF | 436,491 CHF | 99.39% | 99.39% |
11/07/2024 | 0.52% | 86.55 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,398 CHF | 430,648 CHF | 99.37% | 99.37% |
10/07/2024 | 0.53% | 85.65 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,094 CHF | 429,344 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 84.60 % | 85.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,382 CHF | 429,623 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,032 CHF | 433,282 CHF | 99.36% | 99.36% |
05/07/2024 | 0.52% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,714 CHF | 434,964 CHF | 99.35% | 99.35% |
04/07/2024 | 0.52% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,555 CHF | 433,805 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 86.05 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,118 CHF | 430,368 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 84.70 % | 85.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,770 CHF | 426,972 CHF | 98.66% | 98.66% |