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 | 0.53% | 93.96 % | 94.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,263 CHF | 474,763 CHF | 99.98% | 99.98% |
12/07/2024 | 0.53% | 94.79 % | 95.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,439 CHF | 474,939 CHF | 78.49% | 78.49% |
11/07/2024 | 0.53% | 94.26 % | 94.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,841 CHF | 471,341 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 93.23 % | 93.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,360 CHF | 470,860 CHF | 94.72% | 94.72% |
09/07/2024 | 0.53% | 94.40 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,864 CHF | 474,364 CHF | 97.75% | 97.75% |
08/07/2024 | 0.52% | 94.34 % | 94.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,101 CHF | 480,601 CHF | 99.79% | 99.79% |
05/07/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,378 CHF | 480,878 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 95.68 % | 96.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,574 CHF | 480,074 CHF | 98.26% | 98.26% |
03/07/2024 | 0.52% | 95.42 % | 95.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,094 CHF | 480,594 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,992 CHF | 481,492 CHF | 99.99% | 99.99% |