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 | 0.52% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,139 CHF | 478,600 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,743 CHF | 476,142 CHF | 99.39% | 99.39% |
11/07/2024 | 0.48% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,068 CHF | 475,348 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,998 CHF | 474,248 CHF | 99.37% | 99.37% |
09/07/2024 | 0.48% | 93.95 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,463 CHF | 474,716 CHF | 99.38% | 99.38% |
08/07/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 499,978 | 470,654 CHF | 472,887 CHF | 99.34% | 99.34% |
05/07/2024 | 0.53% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,662 CHF | 477,160 CHF | 99.34% | 99.34% |
04/07/2024 | 0.49% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,629 CHF | 475,964 CHF | 99.17% | 99.17% |
03/07/2024 | 0.49% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,782 CHF | 475,085 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,677 CHF | 473,927 CHF | 98.66% | 98.66% |