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% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,505 CHF | 485,005 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,165 CHF | 484,665 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,452 CHF | 482,952 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,182 CHF | 483,682 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,070 CHF | 485,570 CHF | 67.67% | 67.67% |
08/07/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,613 CHF | 484,113 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,202 CHF | 479,702 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,029 CHF | 481,529 CHF | 98.55% | 98.55% |
03/07/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,540 CHF | 483,040 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,906 CHF | 481,406 CHF | 99.37% | 99.37% |