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 | 0.51% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,344 CHF | 476,747 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,064 CHF | 476,446 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,950 CHF | 473,227 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,706 CHF | 469,956 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 499,980 | 468,926 CHF | 471,157 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,782 CHF | 472,032 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,242 CHF | 476,689 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,040 CHF | 475,302 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,650 CHF | 471,900 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,027 CHF | 464,277 CHF | 99.37% | 99.37% |