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 | 0.50% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,967 CHF | 449,217 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,607 CHF | 486,107 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,802 CHF | 483,302 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,753 CHF | 479,249 CHF | 99.37% | 99.37% |
09/07/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,579 CHF | 482,079 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,125 CHF | 483,625 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,641 CHF | 487,141 CHF | 99.38% | 99.38% |
04/07/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,081 CHF | 484,581 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,932 CHF | 482,432 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,345 CHF | 477,833 CHF | 99.37% | 99.37% |