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% | 90.35 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,138 CHF | 452,388 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,588 CHF | 488,088 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,864 CHF | 485,364 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,949 CHF | 481,449 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,833 CHF | 484,333 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,413 CHF | 485,913 CHF | 99.35% | 99.35% |
05/07/2024 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,964 CHF | 489,464 CHF | 99.37% | 99.37% |
04/07/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,411 CHF | 486,911 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,337 CHF | 484,837 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,961 CHF | 480,461 CHF | 99.37% | 99.37% |