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% | 98.41 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,134 CHF | 494,634 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.39 % | 99.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,324 CHF | 498,824 CHF | 78.76% | 78.76% |
11/07/2024 | 0.50% | 99.52 % | 100.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,732 CHF | 497,232 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 98.54 % | 99.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,677 CHF | 494,177 CHF | 94.74% | 94.74% |
09/07/2024 | 0.51% | 97.77 % | 98.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,277 CHF | 493,777 CHF | 97.77% | 97.77% |
08/07/2024 | 0.51% | 98.27 % | 98.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,981 CHF | 494,481 CHF | 99.76% | 99.76% |
05/07/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,957 CHF | 494,457 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,904 CHF | 499,404 CHF | 98.26% | 98.26% |
03/07/2024 | 0.51% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,287 CHF | 494,787 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 98.51 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,873 CHF | 495,373 CHF | 100.00% | 100.00% |