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% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,059 CHF | 473,315 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,438 CHF | 474,727 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,055 CHF | 470,305 CHF | 99.38% | 99.38% |
10/07/2024 | 0.49% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,056 CHF | 464,306 CHF | 99.39% | 99.39% |
09/07/2024 | 0.48% | 92.10 % | 92.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,983 CHF | 465,233 CHF | 99.37% | 99.37% |
08/07/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,856 CHF | 470,106 CHF | 99.35% | 99.35% |
05/07/2024 | 0.48% | 93.45 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,062 CHF | 468,312 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 92.55 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,354 CHF | 464,604 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 91.95 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,021 CHF | 460,271 CHF | 99.38% | 99.38% |
02/07/2024 | 0.50% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,290 CHF | 454,540 CHF | 99.37% | 99.37% |