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 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,491 CHF | 500,991 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,279 CHF | 501,779 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,499 CHF | 501,999 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,665 CHF | 501,165 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,287 CHF | 501,787 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,784 CHF | 502,284 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,724 CHF | 502,224 CHF | 99.36% | 99.36% |
04/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,317 CHF | 500,817 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,992 CHF | 498,492 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,385 CHF | 494,885 CHF | 98.66% | 98.66% |