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% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,932 CHF | 477,432 CHF | 99.38% | 99.38% |
12/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,974 CHF | 478,474 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,491 CHF | 474,777 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,466 CHF | 469,716 CHF | 99.38% | 99.38% |
09/07/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,811 CHF | 470,061 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,931 CHF | 474,246 CHF | 99.36% | 99.36% |
05/07/2024 | 0.48% | 94.30 % | 94.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,622 CHF | 472,872 CHF | 99.38% | 99.38% |
04/07/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,933 CHF | 470,183 CHF | 99.38% | 99.38% |
03/07/2024 | 0.48% | 93.15 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,396 CHF | 466,646 CHF | 99.38% | 99.38% |
02/07/2024 | 0.49% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,756 CHF | 461,006 CHF | 99.37% | 99.37% |