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% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,718 CHF | 491,218 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,978 CHF | 488,478 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,671 CHF | 486,171 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,997 CHF | 483,497 CHF | 99.36% | 99.36% |
09/07/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,477 CHF | 484,977 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,638 CHF | 484,138 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,132 CHF | 487,632 CHF | 99.07% | 99.07% |
04/07/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,228 CHF | 485,728 CHF | 98.56% | 98.56% |
03/07/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,537 CHF | 484,037 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,189 CHF | 478,689 CHF | 99.38% | 99.38% |