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% | 75.70 % | 76.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,872 CHF | 379,856 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 76.65 % | 77.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,813 CHF | 389,813 CHF | 90.84% | 90.84% |
11/07/2024 | 0.51% | 77.15 % | 77.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,170 CHF | 386,153 CHF | 98.88% | 98.88% |
10/07/2024 | 0.51% | 87.95 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,730 CHF | 440,980 CHF | 99.34% | 99.34% |
09/07/2024 | 0.50% | 88.70 % | 89.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,160 CHF | 447,410 CHF | 67.71% | 67.71% |
08/07/2024 | 0.50% | 89.90 % | 90.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,245 CHF | 454,495 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 89.75 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,028 CHF | 452,278 CHF | 98.70% | 98.70% |
04/07/2024 | 0.50% | 89.55 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,362 CHF | 451,612 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 86.45 % | 86.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,772 CHF | 428,977 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 82.35 % | 82.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,477 CHF | 412,477 CHF | 99.38% | 99.38% |