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% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,922 CHF | 492,422 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,156 CHF | 493,656 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,530 CHF | 494,030 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,223 CHF | 492,723 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,257 CHF | 493,757 CHF | 99.38% | 99.38% |
08/07/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,869 CHF | 494,369 CHF | 99.37% | 99.37% |
05/07/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,280 CHF | 494,780 CHF | 99.36% | 99.36% |
04/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,846 CHF | 492,346 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,605 CHF | 489,105 CHF | 99.17% | 99.17% |
02/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,743 CHF | 484,243 CHF | 98.66% | 98.66% |