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 | 0.51% | 89.05 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,438 CHF | 445,688 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,689 CHF | 479,189 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,126 CHF | 476,561 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,381 CHF | 472,631 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 499,943 | 474,212 CHF | 476,651 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,885 CHF | 477,365 CHF | 99.35% | 99.35% |
05/07/2024 | 0.52% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,351 CHF | 480,851 CHF | 99.38% | 99.38% |
04/07/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,753 CHF | 478,253 CHF | 99.38% | 99.38% |
03/07/2024 | 0.50% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,765 CHF | 476,156 CHF | 99.39% | 99.39% |
02/07/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,640 CHF | 471,890 CHF | 99.37% | 99.37% |