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% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,466 CHF | 482,966 CHF | 99.37% | 99.37% |
12/07/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,515 CHF | 483,015 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,039 CHF | 480,539 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,139 CHF | 475,476 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 94.55 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,285 CHF | 477,749 CHF | 67.68% | 67.68% |
08/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,558 CHF | 478,058 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,713 CHF | 479,213 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,019 CHF | 477,464 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 94.40 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,412 CHF | 475,753 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,511 CHF | 469,761 CHF | 99.38% | 99.38% |