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% | 89.35 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,281 CHF | 453,531 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,354 CHF | 455,604 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,939 CHF | 456,189 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,142 CHF | 453,392 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,028 CHF | 456,278 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 90.55 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,912 CHF | 458,162 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,259 CHF | 459,509 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 90.65 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,560 CHF | 454,810 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 89.15 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,081 CHF | 448,331 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,589 CHF | 440,839 CHF | 98.66% | 98.66% |