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% | 93.00 % | 93.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,471 CHF | 468,721 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,530 CHF | 469,780 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,559 CHF | 472,809 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,162 CHF | 473,412 CHF | 99.39% | 99.39% |
09/07/2024 | 0.51% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,214 CHF | 476,618 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,933 CHF | 478,433 CHF | 99.36% | 99.36% |
05/07/2024 | 0.52% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,089 CHF | 477,589 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,014 CHF | 476,439 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,246 CHF | 473,496 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,390 CHF | 470,640 CHF | 98.66% | 98.66% |