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% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,557 CHF | 488,057 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,909 CHF | 487,409 CHF | 99.38% | 99.38% |
11/07/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,142 CHF | 486,642 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,913 CHF | 486,413 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,405 CHF | 484,905 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 499,894 | 482,958 CHF | 485,355 CHF | 99.34% | 99.34% |
05/07/2024 | 0.51% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,310 CHF | 486,810 CHF | 99.34% | 99.34% |
04/07/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,346 CHF | 486,846 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,749 CHF | 485,249 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,652 CHF | 480,152 CHF | 98.66% | 98.66% |