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 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,583 CHF | 444,833 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 87.85 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,600 CHF | 440,850 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,612 CHF | 441,862 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 87.75 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,854 CHF | 440,104 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,689 CHF | 437,939 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 87.35 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,288 CHF | 438,538 CHF | 99.35% | 99.35% |
05/07/2024 | 0.52% | 87.25 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,438 CHF | 436,688 CHF | 99.39% | 99.39% |
04/07/2024 | 0.52% | 86.05 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,964 CHF | 434,214 CHF | 99.37% | 99.37% |
03/07/2024 | 0.52% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,696 CHF | 434,946 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 85.75 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,284 CHF | 431,534 CHF | 99.37% | 99.37% |