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% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,038 CHF | 486,538 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,774 CHF | 483,274 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,121 CHF | 485,621 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,258 CHF | 489,758 CHF | 99.36% | 99.36% |
09/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,355 CHF | 490,855 CHF | 67.73% | 67.73% |
08/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,994 CHF | 490,494 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,401 CHF | 488,901 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,068 CHF | 489,568 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,329 CHF | 485,829 CHF | 99.33% | 99.33% |
02/07/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,883 CHF | 479,383 CHF | 99.38% | 99.38% |