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% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,104 CHF | 477,604 CHF | 99.99% | 99.99% |
12/07/2024 | 0.53% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,011 CHF | 476,511 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,725 CHF | 475,225 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 93.60 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,878 CHF | 470,378 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 92.60 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,688 CHF | 468,188 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 94.50 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,087 CHF | 476,587 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,650 CHF | 483,150 CHF | 97.13% | 97.13% |
04/07/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,637 CHF | 484,137 CHF | 99.46% | 99.46% |
03/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,881 CHF | 483,381 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,118 CHF | 473,618 CHF | 100.00% | 100.00% |