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% | 69.60 % | 69.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 347,597 CHF | 349,347 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 70.75 % | 71.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,611 CHF | 360,361 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 71.25 % | 71.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 354,898 CHF | 356,664 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 83.05 % | 83.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,056 CHF | 416,056 CHF | 99.35% | 99.35% |
09/07/2024 | 0.47% | 83.85 % | 84.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,319 CHF | 423,322 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 85.15 % | 85.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,038 CHF | 431,288 CHF | 99.38% | 99.38% |
05/07/2024 | 0.53% | 85.10 % | 85.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,556 CHF | 428,806 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 84.80 % | 85.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,878 CHF | 430,073 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 81.90 % | 82.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,575 CHF | 406,575 CHF | 99.33% | 99.33% |
02/07/2024 | 0.52% | 77.25 % | 77.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,793 CHF | 386,793 CHF | 99.38% | 99.38% |