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% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,564 CHF | 486,064 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.14 % | 98.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,572 CHF | 488,072 CHF | 78.76% | 78.76% |
11/07/2024 | 0.52% | 97.27 % | 97.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,655 CHF | 480,155 CHF | 99.75% | 99.75% |
10/07/2024 | 0.53% | 94.04 % | 94.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,309 CHF | 472,809 CHF | 94.73% | 94.73% |
09/07/2024 | 0.54% | 91.42 % | 91.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,562 CHF | 467,062 CHF | 97.76% | 97.76% |
08/07/2024 | 0.52% | 96.06 % | 96.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,446 CHF | 485,946 CHF | 99.77% | 99.77% |
05/07/2024 | 0.50% | 98.08 % | 98.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,335 CHF | 497,835 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,640 CHF | 497,140 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 98.78 % | 99.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,184 CHF | 493,684 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 96.33 % | 96.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,777 CHF | 479,277 CHF | 100.00% | 100.00% |