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 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,877 CHF | 463,127 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 92.55 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,974 CHF | 464,224 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 93.00 % | 93.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,169 CHF | 467,419 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,714 CHF | 467,964 CHF | 99.39% | 99.39% |
09/07/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,883 CHF | 471,133 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,472 CHF | 472,722 CHF | 99.36% | 99.36% |
05/07/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,643 CHF | 471,893 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,849 CHF | 471,099 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,052 CHF | 468,302 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,623 CHF | 465,873 CHF | 98.66% | 98.66% |