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% | 94.71 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,983 CHF | 478,483 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,347 CHF | 482,847 CHF | 78.49% | 78.49% |
11/07/2024 | 0.52% | 95.73 % | 96.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,320 CHF | 480,820 CHF | 99.98% | 99.98% |
10/07/2024 | 0.53% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,051 CHF | 473,551 CHF | 94.72% | 94.72% |
09/07/2024 | 0.53% | 94.28 % | 94.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,551 CHF | 475,051 CHF | 97.75% | 97.75% |
08/07/2024 | 0.52% | 95.09 % | 95.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,737 CHF | 478,237 CHF | 99.79% | 99.79% |
05/07/2024 | 0.52% | 94.96 % | 95.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,174 CHF | 478,674 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 95.08 % | 95.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,138 CHF | 476,638 CHF | 98.26% | 98.26% |
03/07/2024 | 0.53% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,583 CHF | 476,083 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 94.52 % | 95.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,672 CHF | 473,172 CHF | 98.95% | 98.95% |