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% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,448 CHF | 488,948 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,985 CHF | 488,485 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,196 CHF | 484,696 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,984 CHF | 484,484 CHF | 99.39% | 99.39% |
09/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,087 CHF | 484,587 CHF | 99.38% | 99.38% |
08/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,009 CHF | 486,509 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,614 CHF | 487,114 CHF | 99.35% | 99.35% |
04/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,643 CHF | 486,143 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,648 CHF | 484,148 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,187 CHF | 481,687 CHF | 98.67% | 98.67% |