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% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,153 CHF | 497,653 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,241 CHF | 496,741 CHF | 99.38% | 99.38% |
11/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,757 CHF | 497,257 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,734 CHF | 497,234 CHF | 99.39% | 99.39% |
09/07/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,979 CHF | 496,479 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,132 CHF | 497,632 CHF | 99.37% | 99.37% |
05/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,263 CHF | 498,763 CHF | 99.35% | 99.35% |
04/07/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,173 CHF | 496,673 CHF | 99.17% | 99.17% |
03/07/2024 | 0.51% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,012 CHF | 495,512 CHF | 99.17% | 99.17% |
02/07/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,814 CHF | 491,314 CHF | 98.67% | 98.67% |