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% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,630 CHF | 477,118 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,721 CHF | 477,199 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,030 CHF | 482,530 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,362 CHF | 480,862 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,523 CHF | 481,023 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,887 CHF | 480,387 CHF | 99.36% | 99.36% |
05/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,625 CHF | 486,125 CHF | 99.36% | 99.36% |
04/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,276 CHF | 488,776 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,797 CHF | 488,297 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,255 CHF | 484,755 CHF | 98.66% | 98.66% |