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 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,901 CHF | 468,151 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,332 CHF | 468,582 CHF | 99.39% | 99.39% |
11/07/2024 | 0.49% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,819 CHF | 463,069 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,993 CHF | 462,243 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,242 CHF | 462,492 CHF | 99.38% | 99.38% |
08/07/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,329 CHF | 465,579 CHF | 99.34% | 99.34% |
05/07/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,774 CHF | 467,024 CHF | 99.35% | 99.35% |
04/07/2024 | 0.48% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 499,968 | 463,443 CHF | 465,663 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 92.40 % | 92.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,256 CHF | 462,506 CHF | 99.17% | 99.17% |
02/07/2024 | 0.49% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,349 CHF | 459,599 CHF | 98.66% | 98.66% |