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 | 0.53% | 94.40 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,013 CHF | 476,513 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,284 CHF | 479,784 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,758 CHF | 473,258 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 94.20 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,893 CHF | 471,393 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 92.60 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,981 CHF | 468,481 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 94.40 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,848 CHF | 476,348 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,465 CHF | 482,965 CHF | 97.13% | 97.13% |
04/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,177 CHF | 482,677 CHF | 99.45% | 99.45% |
03/07/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,178 CHF | 481,678 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 94.70 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,530 CHF | 474,030 CHF | 100.00% | 100.00% |