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% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,336 CHF | 489,836 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,008 CHF | 487,508 CHF | 99.39% | 99.39% |
11/07/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,466 CHF | 486,966 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,994 CHF | 485,494 CHF | 99.39% | 99.39% |
09/07/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,815 CHF | 486,315 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,200 CHF | 484,700 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,535 CHF | 488,035 CHF | 99.35% | 99.35% |
04/07/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,379 CHF | 486,879 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,102 CHF | 485,602 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,350 CHF | 484,850 CHF | 98.66% | 98.66% |