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% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,460 CHF | 479,960 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,861 CHF | 476,267 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,704 CHF | 474,984 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,074 CHF | 473,326 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,949 CHF | 475,325 CHF | 99.38% | 99.38% |
08/07/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,624 CHF | 471,884 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,768 CHF | 476,139 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,373 CHF | 474,669 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,299 CHF | 474,601 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,919 CHF | 471,169 CHF | 98.67% | 98.67% |