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% | 71.75 % | 72.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,331 CHF | 360,081 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 73.00 % | 73.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,235 CHF | 372,005 CHF | 90.88% | 90.88% |
11/07/2024 | 0.49% | 73.55 % | 73.90 % | 500,000 | 500,000 | 500,000 | 499,988 | 365,697 CHF | 367,482 CHF | 98.88% | 98.88% |
10/07/2024 | 0.52% | 86.05 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,990 CHF | 431,240 CHF | 99.35% | 99.35% |
09/07/2024 | 0.51% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,725 CHF | 438,975 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 88.35 % | 88.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,219 CHF | 447,469 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 88.20 % | 88.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,565 CHF | 444,815 CHF | 98.69% | 98.69% |
04/07/2024 | 0.50% | 87.95 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,309 CHF | 447,559 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 85.25 % | 85.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,888 CHF | 423,925 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 80.65 % | 81.05 % | 500,000 | 500,000 | 499,878 | 500,000 | 402,879 CHF | 404,978 CHF | 99.38% | 99.38% |