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% | 92.75 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,724 CHF | 464,974 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 93.70 % | 94.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,371 CHF | 467,621 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,151 CHF | 462,401 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,278 CHF | 457,528 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 89.25 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,972 CHF | 453,222 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 92.40 % | 92.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,938 CHF | 466,188 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,556 CHF | 474,880 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,103 CHF | 474,361 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,796 CHF | 473,046 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 92.75 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,374 CHF | 462,624 CHF | 98.67% | 98.67% |