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 | 0.49% | 91.60 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,210 CHF | 462,460 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,157 CHF | 463,407 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 91.60 % | 92.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,767 CHF | 455,017 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,828 CHF | 453,078 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 89.00 % | 89.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,947 CHF | 453,197 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 91.10 % | 91.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,527 CHF | 457,777 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,206 CHF | 459,456 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,140 CHF | 457,390 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,469 CHF | 452,719 CHF | 99.17% | 99.17% |
02/07/2024 | 0.50% | 88.60 % | 89.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,637 CHF | 446,887 CHF | 98.67% | 98.67% |