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 | 0.48% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,186 CHF | 468,436 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,163 CHF | 470,413 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,528 CHF | 464,778 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,648 CHF | 456,898 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,156 CHF | 458,406 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,195 CHF | 465,445 CHF | 99.35% | 99.35% |
05/07/2024 | 0.49% | 92.45 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,925 CHF | 463,175 CHF | 99.37% | 99.37% |
04/07/2024 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,090 CHF | 458,340 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,638 CHF | 452,888 CHF | 99.38% | 99.38% |
02/07/2024 | 0.51% | 89.25 % | 89.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,548 CHF | 444,798 CHF | 99.38% | 99.38% |