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% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,279 CHF | 472,529 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,747 CHF | 469,997 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,099 CHF | 469,349 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 93.35 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,807 CHF | 468,057 CHF | 99.39% | 99.39% |
09/07/2024 | 0.48% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,439 CHF | 468,689 CHF | 99.38% | 99.38% |
08/07/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,625 CHF | 466,875 CHF | 99.34% | 99.34% |
05/07/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,927 CHF | 471,177 CHF | 99.34% | 99.34% |
04/07/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,584 CHF | 469,834 CHF | 99.17% | 99.17% |
03/07/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,057 CHF | 469,307 CHF | 99.17% | 99.17% |
02/07/2024 | 0.48% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,783 CHF | 468,033 CHF | 98.67% | 98.67% |