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% | 96.69 % | 97.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,490 CHF | 488,990 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 97.31 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,492 CHF | 489,992 CHF | 78.49% | 78.49% |
11/07/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,792 CHF | 491,292 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,063 CHF | 487,563 CHF | 94.73% | 94.73% |
09/07/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,242 CHF | 484,742 CHF | 97.75% | 97.75% |
08/07/2024 | 0.52% | 96.24 % | 96.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,254 CHF | 483,754 CHF | 99.79% | 99.79% |
05/07/2024 | 0.52% | 95.83 % | 96.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,769 CHF | 483,269 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 499,985 | 481,700 CHF | 484,186 CHF | 90.59% | 90.59% |
03/07/2024 | 0.52% | 95.97 % | 96.47 % | 500,000 | 500,000 | 500,000 | 499,907 | 481,311 CHF | 483,721 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 96.19 % | 96.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,387 CHF | 486,887 CHF | 50.62% | 50.62% |